KFU. Card publication. Symmetries of the Black-Scholes-Merton Equation for European Options

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FEDERAL UNIVERSITY

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SYMMETRIES OF THE BLACK-SCHOLES-MERTON EQUATION FOR EUROPEAN OPTIONS

Form of presentation

Articles in international journals and collections

Year of publication

2023

Язык

английский

Authors, employees of KFU

Shurygin Vadim Vadimovich, author

Bibliographic description in the original language

Bakirova LN, Shurygina MA, Shurygin VV, Symmetries of the Black-Scholes-Merton Equation for European Options//LOBACHEVSKII JOURNAL OF MATHEMATICS. - 2023. - Vol.44, Is.4. - P.1256-1263.

Annotation

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.

Keywords

symmetries of PDEs, Black-Scholes-Merton equation

The name of the journal

Lobachevskii Journal of Mathematics

Please use this ID to quote from or refer to the card

https://repository.kpfu.ru/eng/?p_id=286523&p_lang=2

Resource files

File name	Size (MB)	Format
LOJM1256.pdf	0,49	pdf	show / download

Full metadata record

Field DC	Value	Language
dc.contributor.author	Shurygin Vadim Vadimovich	ru_RU
dc.date.accessioned	2023-01-01T00:00:00Z	ru_RU
dc.date.available	2023-01-01T00:00:00Z	ru_RU
dc.date.issued	2023	ru_RU
dc.identifier.citation	Bakirova LN, Shurygina MA, Shurygin VV, Symmetries of the Black-Scholes-Merton Equation for European Options//LOBACHEVSKII JOURNAL OF MATHEMATICS. - 2023. - Vol.44, Is.4. - P.1256-1263.	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/eng/?p_id=286523&p_lang=2	ru_RU
dc.description.abstract	Lobachevskii Journal of Mathematics	ru_RU
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.	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	symmetries of PDEs	ru_RU
dc.subject	Black-Scholes-Merton equation	ru_RU
dc.title	Symmetries of the Black-Scholes-Merton Equation for European Options	ru_RU
dc.type	Articles in international journals and collections	ru_RU