{
  "id": "2212.12476",
  "version": "v1",
  "published": "2022-12-03T13:40:36.000Z",
  "updated": "2022-12-03T13:40:36.000Z",
  "title": "Symmetries of the Black-Scholes-Merton equation for European options",
  "authors": [
    "Landysh N. Bakirova",
    "Marina A. Shurygina",
    "Vadim V. Shurygin, Jr"
  ],
  "comment": "9 pages",
  "categories": [
    "math.AP"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2022-12-03T13:40:36.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "35B06"
    ],
    "keywords": [
      "european options",
      "black-scholes-merton equation",
      "symmetry lie algebra",
      "krishnakumar"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 9,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}