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Symmetries of the Black-Scholes-Merton Equation for European Options

Symmetries of the Black-Scholes-Merton Equation for European Options

Shurygin Vadim Vadimovich
URI: https://dspace.kpfu.ru/xmlui/handle/net/176380
Date: 2023

Abstract:

The aim of the present paper is the clarification of the result of A.Paliathanasis, K.Krishnakumar, K.M.Tamizhmani and P.G.L.Leach on the symmetry Lie algebra of the Black-Scholes-Merton equation for European options.

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