Lie symmetry analysis of the Black–Scholes equation with endogenous stochastic arbitrage

Minting Zhu, Jingyu Wu, Mancang Wang, Lingfei Li

Communications in Theoretical Physics ›› 2026, Vol. 78 ›› Issue (10) : 105003.

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Communications in Theoretical Physics ›› 2026, Vol. 78 ›› Issue (10) : 105003. DOI: 10.1088/1572-9494/ae82dc  CSTR: 32041.14.CTPae82dc
Mathematical Physics

Lie symmetry analysis of the Black–Scholes equation with endogenous stochastic arbitrage

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2026, 78(10): 105003 https://doi.org/10.1088/1572-9494/ae82dc

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