"Invariant Solutions of Black-Scholes Equation with Ornstein-Uhlenbeck Process."

Maba Boniface Matadi, Phumlani Lawrence Zondi (2021)

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DOI: 10.3390/SYM13050847

access: open

type: Journal Article

metadata version: 2021-07-13

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Maba Boniface Matadi, Phumlani Lawrence Zondi:
Invariant Solutions of Black-Scholes Equation with Ornstein-Uhlenbeck Process. Symmetry 13(5): 847 (2021)

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