论文标题
欧洲选项的黑色 - chcholes-merton方程的对称性
Symmetries of the Black-Scholes-Merton equation for European options
论文作者
论文摘要
本文的目的是阐明了K. Krishnakumar,K.M。的A. paliathanasis的结果。 Tamizhmani和P.G.L.在欧洲选项的黑色choles-merton方程的对称性代数上浸出。
The aim of the present paper is the clarification of the result of A. Paliathanasis, K. Krishnakumar, K.M. Tamizhmani and P.G.L. Leach on the symmetry Lie algebra of the Black-Scholes-Merton equation for European options.