A New Method for Finding Solutions of Linear Partial Differential Equation
A useful technique is adopted to study special solutions of a general Black and Scholes equation in this letter. Several kinds of new special solutions are obtained. This method is effective for finding special solutions of linear differential equation with variable coefficient.
Helen Zhang, Gang Shen and David Jin
Y. Tang and M. C. Qin, "A New Method for Finding Solutions of Linear Partial Differential Equation", Advanced Materials Research, Vols. 219-220, pp. 675-679, 2011