Why Black-Scholes Equations Are Effective Beyond Their Usual Assumptions: Symmetry-Based Explanation

Warattaya Chinnakum, Sean Aguilar. Why Black-Scholes Equations Are Effective Beyond Their Usual Assumptions: Symmetry-Based Explanation. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 28(Supplement-1):1-10, 2020. [doi]

@article{ChinnakumA20,
  title = {Why Black-Scholes Equations Are Effective Beyond Their Usual Assumptions: Symmetry-Based Explanation},
  author = {Warattaya Chinnakum and Sean Aguilar},
  year = {2020},
  doi = {10.1142/S0218488520400012},
  url = {https://doi.org/10.1142/S0218488520400012},
  researchr = {https://researchr.org/publication/ChinnakumA20},
  cites = {0},
  citedby = {0},
  journal = {International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems},
  volume = {28},
  number = {Supplement-1},
  pages = {1-10},
}