On Black-Scholes equation; method of Heir-equations, nonlinear self-adjointness and conservation laws
نویسنده
چکیده مقاله:
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.
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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عنوان ژورنال
دوره 42 شماره 4
صفحات 903- 921
تاریخ انتشار 2016-08-01
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