Symmetries and exact solutions of a nonlinear pricing options equation
Sign Up to like & getrecommendations! Published in 2017 at "Ufa Mathematical Journal"
DOI: 10.13108/2017-9-1-29
Abstract: We study the group structure of the Schönbucher–Wilmott equation with a free parameter, which models the pricing options. We find a five-dimensional group of equivalence transformations for this equation. By means of this group we… read more here.
Keywords: solutions nonlinear; nonlinear pricing; pricing options; symmetries exact ... See more keywords