AIMS Mathematics, 2017, 2(3): 385-399. doi: 10.3934/Math.2017.3.385.

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The exact traveling wave solutions of a class of generalized Black-Scholes equation

School of Mathematics and Physics, North China Electric Power University, Beijing, 102206, China

In this paper, the traveling wave solutions of a class of generalized Black-Scholes equation are considered. By using the first integral method and the G'/G-expansion method, several exact traveling wave solutions of the equation are obtained.
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Keywords The Black-Scholes equation; first integral method; the G'/G-expansion method; traveling wave solutions

Citation: Weiping Gao, Yanxia Hu. The exact traveling wave solutions of a class of generalized Black-Scholes equation. AIMS Mathematics, 2017, 2(3): 385-399. doi: 10.3934/Math.2017.3.385

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