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

dc.contributor	Казанский федеральный университет
dc.contributor.author	Shurygin Vadim Vadimovich
dc.date.accessioned	2023-07-04T06:56:21Z
dc.date.available	2023-07-04T06:56:21Z
dc.date.issued	2023
dc.identifier.citation	L. N. Bakirova. Symmetries of the Black-Scholes-Merton Equation for European Options / L. N. Bakirova, M. A. Shurygina, V. V. Shurygin Jr. // Lobachevskii Journal of Mathematics. - 2023. - Vol. 44. - No. 4. - 1256-1263.
dc.identifier.uri	https://dspace.kpfu.ru/xmlui/handle/net/176380
dc.description.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.
dc.language.iso	en
dc.relation.ispartofseries	Lobachevskii Journal of Mathematics (international electronic journal)
dc.rights	открытый доступ
dc.subject	Symmetries of PDEs
dc.subject	Black-Scholes-Merton equation
dc.subject.other	Математика
dc.title	Symmetries of the Black-Scholes-Merton Equation for European Options
dc.type	Article
dc.contributor.org	Институт математики и механики им. Н.И. Лобачевского
dc.description.pages	1256-1263
dc.relation.ispartofseries-issue	4
dc.relation.ispartofseries-volume	44
dc.pub-id	283072
dc.identifier.doi	10.1134/S1995080223040042