Group classification of time fractional Black-Scholes equation with time-dependent coefficients
Jicheng Yu, Yuqiang Feng
Topics & Concepts
MathematicsBlack–Scholes modelGroup (periodic table)Applied mathematicsMathematical analysisEconometricsChemistryVolatility (finance)Organic chemistryFractional Differential Equations SolutionsNonlinear Differential Equations AnalysisMathematical and Theoretical Epidemiology and Ecology Models