Martin Bohner, Yao Zheng. On analytical solutions of the Black-Scholes equation. Appl. Math. Lett., 22(3):309-313, 2009. [doi]
@article{BohnerZ09,
title = {On analytical solutions of the Black-Scholes equation},
author = {Martin Bohner and Yao Zheng},
year = {2009},
doi = {10.1016/j.aml.2008.04.002},
url = {http://dx.doi.org/10.1016/j.aml.2008.04.002},
researchr = {https://researchr.org/publication/BohnerZ09},
cites = {0},
citedby = {0},
journal = {Appl. Math. Lett.},
volume = {22},
number = {3},
pages = {309-313},
}