Browsing Natural and Agricultural Sciences by Supervisor "Mokhwetha, Mabula"

Browsing Natural and Agricultural Sciences by Supervisor "Mokhwetha, Mabula"

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  • Invariant solutions of the Black-Scholes equation 
    Mothiba, Makoba Melidah Kholofelo (University of Pretoria, 2022)
    In this study, we discuss derivatives, Lie symmetries and invariant solutions of the Black Scholes equation. We combine the Lie group methods with the Adomian decomposition method to solve the Black and Scholes equation ...