An isospectral deformation of the Black-Scholes operator yields a new Harry Dym type equation, v_t = v^3(v_xxx - v_x), with a family of localized traveling wave solutions.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.NA 1years
2024 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Travelling wave solutions of an equation of Harry Dym type arising in the Black-Scholes framework
An isospectral deformation of the Black-Scholes operator yields a new Harry Dym type equation, v_t = v^3(v_xxx - v_x), with a family of localized traveling wave solutions.