Lie symmetries of the black-scholes equation
Yükleniyor...
Dosyalar
Tarih
2010
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Selcuk University Research Center of Applied Mathematics
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
In this paper symmetry expansions for Black-Scholes equation are studied. Differently then the other studies in the literature for Black-Scholes equation, we expanded the equation into a parametric form by adding a coefficient a. By using this expansion the dimension of the solution spaces is increased by one and symmetry reduction will be done with the deterministic equations in the new increased solution spaces.
Açıklama
URL: http://sjam.selcuk.edu.tr/sjam/article/view/270
Anahtar Kelimeler
Black-Scholes denklemi, Black-Scholes equation, Lie symmetries, Yalan simetrileri
Kaynak
Selcuk Journal of Applied Mathematics
WoS Q Değeri
Scopus Q Değeri
Cilt
11
Sayı
Künye
Polat, R. (2010). Lie symmetries of the black-scholes equation. Selcuk Journal of Applied Mathematics, 11 (2), 85-91.
