Exact Time Dependent Solutions of Black-Scholes Equation by Lie's Similarity Transformation Method
Year: 2024
Type: article
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
Author: B.V.Baby, B.V.Baby
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W6893042583
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