In this study, the Lie symmetry analysis and exact solutions are investigated to the fractional Black--Scholes(B-S) equations of the Caputo--type modeling the pricing options under the absence of arbitrage and self-financing portfolio assumptions. A class of exact invariant and solitary solutions are given to B-S equations. Some examples are presented in which we use the obtained reductions to find their exact solutions.
Najafi, R., Bahrami, F., & Vafadar, P. (2024). Lie symmetry analysis, and exact solutions to the time--fractional Black--Scholes equation of the Caputo--type. Computational Methods for Differential Equations, (), -. doi: 10.22034/cmde.2024.59096.2510
MLA
Ramin Najafi; Fariba Bahrami; Parisa Vafadar. "Lie symmetry analysis, and exact solutions to the time--fractional Black--Scholes equation of the Caputo--type". Computational Methods for Differential Equations, , , 2024, -. doi: 10.22034/cmde.2024.59096.2510
HARVARD
Najafi, R., Bahrami, F., Vafadar, P. (2024). 'Lie symmetry analysis, and exact solutions to the time--fractional Black--Scholes equation of the Caputo--type', Computational Methods for Differential Equations, (), pp. -. doi: 10.22034/cmde.2024.59096.2510
VANCOUVER
Najafi, R., Bahrami, F., Vafadar, P. Lie symmetry analysis, and exact solutions to the time--fractional Black--Scholes equation of the Caputo--type. Computational Methods for Differential Equations, 2024; (): -. doi: 10.22034/cmde.2024.59096.2510
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