Symmetry and new solutions of the Black-Scholes equation.

Sukhomlin, Nikolay

Boletín de la Asociación Matemática Venezolana (2004)

  • Volume: 11, Issue: 2, page 175-189
  • ISSN: 1315-4125

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Sukhomlin, Nikolay. "Symmetry and new solutions of the Black-Scholes equation.." Boletín de la Asociación Matemática Venezolana 11.2 (2004): 175-189. <http://eudml.org/doc/229401>.

@article{Sukhomlin2004,
author = {Sukhomlin, Nikolay},
journal = {Boletín de la Asociación Matemática Venezolana},
keywords = {Green's function; Black-Scholes equation; conservation law; option pricing},
language = {eng},
number = {2},
pages = {175-189},
publisher = {Asociación Matemática Venezolana},
title = {Symmetry and new solutions of the Black-Scholes equation.},
url = {http://eudml.org/doc/229401},
volume = {11},
year = {2004},
}

TY - JOUR
AU - Sukhomlin, Nikolay
TI - Symmetry and new solutions of the Black-Scholes equation.
JO - Boletín de la Asociación Matemática Venezolana
PY - 2004
PB - Asociación Matemática Venezolana
VL - 11
IS - 2
SP - 175
EP - 189
LA - eng
KW - Green's function; Black-Scholes equation; conservation law; option pricing
UR - http://eudml.org/doc/229401
ER -

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