arXiv Analytics

Sign in

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.

Comments: 9 pages
Categories: math.AP
Subjects: 35B06
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