2 papers
q-fin.CP2009
Optimal systems of subalgebras for a nonlinear Black-Scholes equation
Maxim Bobrov
The main object of our study is a four dimensional Lie algebra which describes the symmetry properties of a nonlinear Black-Scholes model. This model implements a feedback effect w…
math.AP2008
Optimal systems of subalgebras for a nonlinear Black-Scholes equation
Maxim Bobrov
This paper has been withdraw by the auhor due to a mistake in classification of the algebra