Geodesic
Group analysis of a nonlinear generalization for Black — Scholes equation
Čelâbinskij fiziko-matematičeskij žurnal, Tome 1 (2016) no. 3, pp. 7-14 Cet article a éte moissonné depuis la source Math-Net.Ru

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Group classification is obtained for an equations family with a free parameter that contains Black — Scholes equation as a partial case. A five-dimensional group of equivalence transformations is calculated and three-dimensional principal Lie algebras in cases of two free element specifications were found. Optimal subalgebras systems and corresponding invariant solutions or invariant submodels are calculated for every Lie algebra.
Keywords: nonlinear partial differential equation, nonlinear Black — Scholes equation, Sircar — Papanicolaou equation, group analysis, invariant submodel.
Mots-clés : Schönbucher — Wilmott equation, invariant solution 
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M. M. Dyshaev. Group analysis of a nonlinear generalization for Black — Scholes equation. Čelâbinskij fiziko-matematičeskij žurnal, Tome 1 (2016) no. 3, pp. 7-14. http://geodesic.mathdoc.fr/item/CHFMJ_2016_1_3_a1/

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