推广的Black-Scholes方程的守恒律  

Conservation laws for the generalized Black-Scholes equation

作　　者：时振华[1] 勾明 行珊[1] 

机构地区：[1]西北大学数学系/非线性中心,陕西西安710127

出　　处：《西北大学学报（自然科学版）》2011年第3期399-402,共4页Journal of Northwest University（Natural Science Edition）

基　　金：西北大学校内基金资助项目(NC0922)

摘　　要：目的研究一类推广的Black-Scholes方程的守恒律。方法利用李点对称和特征值法。结果求出了一类推广的Black-Scholes方程的守恒律。结论用特征值法推广了前人对Black-Scholes方程的守恒律的结果。AL, n To study the conservation laws for the generalized Black-Scholes equations. Methods Lee Point Symmetry and the characteristic methods were used. Results Several special kinds of conservation laws are constructed for the generalized Black-Scholes equations. Conclusion New type of conservation laws was established for this kind of generalized Black-Scholes equations.

关 键 词：守恒律 特征值法 BLACK-SCHOLES方程 

分 类 号：O175.23[理学—数学]