| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 837608 | Nonlinear Analysis: Real World Applications | 2009 | 9 Pages |
Abstract
In the search for solutions to the important partial differential equation due to Black, Scholes and Merton potential symmetries are very useful as new solutions of the equation can be obtained as a result. These potential symmetries require that the equation be written in conserved form, ie. we need to determine conservation laws for the equation. We calculate the conservation laws utilizing the point symmetries of the equation following the method of Kara and Mahomed [A.H. Kara, F.M. Mahomed, The relationship between symmetries and conservation laws, Int. J. Theor. Phys. 39 (2000) 23–40].
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Authors
R.M. Edelstein, K.S. Govinder,