Open AccessExact solutions of a Black-Scholes model with time-dependent parameters by utilizing potential symmetries
Author(s) -
Rehaz,
Imran Naeem
Publication year - 2020
Publication title -
discrete and continuous dynamical systems. series s
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.481
H-Index - 34
eISSN - 1937-1632
pISSN - 1937-1179
DOI - 10.3934/dcdss.2020122
Subject(s) - black–scholes model , homogeneous space , mathematics , statistical physics , physics , econometrics , geometry , volatility (finance)