Lie Point symmetries and Euler's formula for solving second order ordinary linear differential equations are used to determine symmetries for the one-dimensional Black-Scholes equation. One symmetry is utilized to determine an invariant solutions.
Lie point symmetriesBlack-Scholes equationInvariant solution
TSHIDISO MASEBE
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Tshwane University of Technology Maths, Science& Tech Department
NSTL
