M. S. Hashemi
Department of Mathematics, Basic Science Faculty, University of Bonab, P.O. Box 55517-61167, Bonab, Iran.
[ 1 ] - 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.
نویسندگان همکار