Concepedia

Optimal algebra and power series solution of fractional Black-Scholes pricing model

Hemanta Mandal, B. Bira, Dia Zeidan

Soft Computing · 2021 · 11 citations · 22 references

DOI

Concepts

References

22

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

, , +13

Applications of lie groups to differential equations

Acta Applicandae Mathematicae · 1990 · 6.1K citations

, , +14

Symmetry and integration methods for differential equations

Computers & Mathematics with Applications · 2004 · 659 citations

, , +13

Invariants of real low dimension Lie algebras

J. Patera, R. T. Sharp, P. Winternitz et al. · Journal of Mathematical Physics · 1976 · 481 citations · Full text

, , +17

Derivation and solutions of some fractional Black–Scholes equations in coarse-grained space and time. Application to Merton’s optimal portfolio

Guy Jumarie · Computers & Mathematics with Applications · 2009 · 318 citations

, , +17