Naz, Rehana; Naeem, Imran Exact solutions of a Black-Scholes model with time-dependent parameters by utilizing potential symmetries. (English) Zbl 1451.76101 Discrete Contin. Dyn. Syst., Ser. S 13, No. 10, 2841-2851 (2020). MSC: 76M60 83C15 35L65 PDFBibTeX XMLCite \textit{R. Naz} and \textit{I. Naeem}, Discrete Contin. Dyn. Syst., Ser. S 13, No. 10, 2841--2851 (2020; Zbl 1451.76101) Full Text: DOI
Naz, Rehana; Johnpillai, Andrew Gratien Exact solutions via invariant approach for Black-Scholes model with time-dependent parameters. (English) Zbl 1396.35024 Math. Methods Appl. Sci. 41, No. 12, 4417-4427 (2018). MSC: 35K10 91G80 35Q91 91G20 35A30 PDFBibTeX XMLCite \textit{R. Naz} and \textit{A. G. Johnpillai}, Math. Methods Appl. Sci. 41, No. 12, 4417--4427 (2018; Zbl 1396.35024) Full Text: DOI