Symmetry Properties of Modified Black-Scholes Equation

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Maciej Janowicz
Andrzej Zembrzuski


This paper concerns the classical and conditional symmetries of the Black-Scholes equation. Modifications of the Black-Scholes equation have also been considered and their maximal algebras of invariance have been found. Examples of creation operators for the Black-Scholes eigenvalue problem have been provided.

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Janowicz, M., & Zembrzuski, A. (2022). Symmetry Properties of Modified Black-Scholes Equation. Metody Ilościowe W Badaniach Ekonomicznych, 22(2), 77–86.

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