Lie Symmetry Analysis of the Black-Scholes-Merton Model for European Options with Stochastic Volatility

Author: Paliathanasis Andronikos   Krishnakumar K.   Tamizhmani K.M.   Leach Peter G.L.  

Publisher: MDPI

E-ISSN: 2227-7390|4|2|28-28

ISSN: 2227-7390

Source: Mathematics, Vol.4, Iss.2, 2016-05, pp. : 28-28

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Abstract