Open AccessExact solutions of a Black-Scholes model with time-dependent parameters by utilizing potential symmetries
Author(s) -
R. Naz,
I. Naeem
Publication year - 2019
Publication title -
discrete and continuous dynamical systems - 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)
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom