On the Generation of Infinitely Many Conservation Laws of the Black-Scholes Equation
نویسندگان
چکیده
منابع مشابه
On Black-Scholes equation; method of Heir-equations, nonlinear self-adjointness and conservation laws
In this paper, Heir-equations method is applied to investigate nonclassical symmetries and new solutions of the Black-Scholes equation. Nonlinear self-adjointness is proved and infinite number of conservation laws are computed by a new conservation laws theorem.
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ژورنال
عنوان ژورنال: Computation
سال: 2020
ISSN: 2079-3197
DOI: 10.3390/computation8030065