Symmetries of the Black–Scholes–Merton Equation for European Options

The aim of the present paper is the clarification of the result of A. Paliathanasis, K. Krishnakumar, K.M. Tamizhmani and P.G.L. Leach on the symmetry Lie algebra of the Black–Scholes–Merton equation for European options.

Bibliographische Detailangaben

Veröffentlicht in:	Lobachevskii journal of mathematics 2023-04, Vol.44 (4), p.1256-1263
Hauptverfasser:	Bakirova, L. N., Shurygina, M. A., Shurygin, V. V.
Format:	Artikel
Sprache:	eng
Schlagworte:	Algebra Analysis Geometry Lie groups Mathematical Logic and Foundations Mathematics Mathematics and Statistics Probability Theory and Stochastic Processes
Online-Zugang:	Volltext
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