Title of article :
On Black-Scholes equation; method of Heirequations, nonlinear self-adjointness and conservation laws
Author/Authors :
Hashemi ، M. S. - University of Bonab
Abstract :
In this paper, Heir-equations method is applied to investigate nonclassical symmetries and new solutions of the Black-Scholes equation. Nonlinear self-adjointness is proved and in nite number of conservation laws are computed by a new conservation law theorem.
Keywords :
Black , Scholes equation , Heir , equation , nonclassical symmetry , nonlinear self , adjointness , conservation law
Journal title :
Bulletin of the Iranian Mathematical Society
Journal title :
Bulletin of the Iranian Mathematical Society
