Exact Time Dependent Solutions of Black-Scholes Equation by Lie's Similarity Transformation Method

Exact solutions of the Black-Scholes partial differential equation is found by Lie"s similarity transformationmethod. There are four integration constants. Various cases of the parameter dependence are also studied

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2024-09-02
DOI
https://doi.org/10.5281/zenodo.13627938
Primary Topic
Nonlinear Waves and Solitons
Type
article
Field-Weighted Citation Impact
0.00
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article

Exact Time Dependent Solutions of Black-Scholes Equation by Lie's Similarity Transformation Method

Zenodo (CERN European Organization for Nuclear Research)
Nonlinear Waves and Solitons
article

Exact Time Dependent Solutions of Black-Scholes Equation by Lie's Similarity Transformation Method

article en

Abstract

Exact solutions of the Black-Scholes partial differential equation is found by Lie"s similarity transformationmethod. There are four integration constants. Various cases of the parameter dependence are also studied

Zenodo (CERN European Organization for Nuclear Research)
Reduced inequalities
Openalex Percentile: Top 71%
Nonlinear Waves and Solitons
DOIOpen Access PDFOpenAlex
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Exact Time Dependent Solutions of Black-Scholes Equation by Lie's Similarity Transformation Method · Zenodo (CERN European Organization for Nuclear Research) (2024) | TGRS Research Map | TGRS