arXiv:2212.12476 [math.AP]AbstractReferencesReviewsResources
Symmetries of the Black-Scholes-Merton equation for European options
Landysh N. Bakirova, Marina A. Shurygina, Vadim V. Shurygin, Jr
Published 2022-12-03Version 1
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.
Related articles:
arXiv:1508.06797 [math.AP] (Published 2015-08-27)
Lie Symmetry Analysis of the Black-Scholes-Merton Model for European Options with Stochastic Volatility