Equivalence and new exact solutions to the Black Scholes and diffusion equations.

Sukhomlin, Nikolay, and Ortiz, Jan Marcos. "Equivalence and new exact solutions to the Black Scholes and diffusion equations.." Applied Mathematics E-Notes [electronic only] 7 (2007): 206-213. <http://eudml.org/doc/55905>.

@article{Sukhomlin2007,
author = {Sukhomlin, Nikolay, Ortiz, Jan Marcos},
journal = {Applied Mathematics E-Notes [electronic only]},
language = {eng},
pages = {206-213},
publisher = {Department of Mathematics, Tsing Hua University},
title = {Equivalence and new exact solutions to the Black Scholes and diffusion equations.},
url = {http://eudml.org/doc/55905},
volume = {7},
year = {2007},
}

TY - JOUR
AU - Sukhomlin, Nikolay
AU - Ortiz, Jan Marcos
TI - Equivalence and new exact solutions to the Black Scholes and diffusion equations.
JO - Applied Mathematics E-Notes [electronic only]
PY - 2007
PB - Department of Mathematics, Tsing Hua University
VL - 7
SP - 206
EP - 213
LA - eng
UR - http://eudml.org/doc/55905
ER -