Symmetry reduction and exact solutions of the non-linear Black-Scholes equation.

Oleksii Patsiuk Sergii Kovalenko

Published in: Commun. Nonlinear Sci. Numer. Simul. (2018)

Keyphrases

black scholes
numerical methods
option pricing
stock exchange
fuzzy numbers
differential equations
financial markets
neural network
image processing
image segmentation
denoising