Lie symmetries of the black-scholes equation
| dc.contributor.author | Polat, Refet | |
| dc.date.accessioned | 2018-05-02T07:35:18Z | |
| dc.date.available | 2018-05-02T07:35:18Z | |
| dc.date.issued | 2010 | |
| dc.description | URL: http://sjam.selcuk.edu.tr/sjam/article/view/270 | en_US |
| dc.description.abstract | 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. | en_US |
| dc.identifier.citation | Polat, R. (2010). Lie symmetries of the black-scholes equation. Selcuk Journal of Applied Mathematics, 11 (2), 85-91. | en_US |
| dc.identifier.endpage | 91 | |
| dc.identifier.issn | 1302-7980 | en_US |
| dc.identifier.startpage | 85 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12395/10516 | |
| dc.identifier.volume | 11 | |
| dc.language.iso | en | en_US |
| dc.publisher | Selcuk University Research Center of Applied Mathematics | en_US |
| dc.relation.ispartof | Selcuk Journal of Applied Mathematics | en_US |
| dc.relation.publicationcategory | Makale - Kategori Belirlenecek | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.selcuk | 20240510_oaig | en_US |
| dc.subject | Black-Scholes denklemi | en_US |
| dc.subject | Black-Scholes equation | en_US |
| dc.subject | Lie symmetries | en_US |
| dc.subject | Yalan simetrileri | en_US |
| dc.title | Lie symmetries of the black-scholes equation | en_US |
| dc.type | Article | en_US |
