Lie symmetry analysis and exact solutions of time fractional Black-Scholes equation
Year of publication: |
2022
|
---|---|
Authors: | Yu, Jicheng ; Feng, Yuqiang ; Wang, Xianjia |
Published in: |
International journal of financial engineering. - Singapore [u.a.] : World Scientific, ISSN 2424-7944, ZDB-ID 2832512-6. - Vol. 9.2022, 4, Art.-No. 2250023, p. 1-17
|
Subject: | exact solution | invariant subspace method | lie symmetry analysis | Time fractional Black-Scholes equation | Theorie | Theory | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process |
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