on black-scholes equation; method of heir-equations, nonlinear self-adjointness and conservation laws
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abstract
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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Journal title:
bulletin of the iranian mathematical societyجلد ۴۲، شماره ۴، صفحات ۹۰۳-۹۲۱
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