Studying a Tumor Growth Partial Differential Equation via the Black–Scholes Equation

Winter Sinkala, Tembinkosi F. Nkalashe
<span title="2020-06-16">2020</span> <i title="MDPI AG"> <a target="_blank" rel="noopener" href="" style="color: black;">Computation</a> </i> &nbsp;
Two equations are considered in this paper—the Black–Scholes equation and an equation that models the spatial dynamics of a brain tumor under some treatment regime. We shall call the latter equation the tumor equation. The Black–Scholes and tumor equations are partial differential equations that arise in very different contexts. The tumor equation is used to model propagation of brain tumor, while the Black–Scholes equation arises in financial mathematics as a model for the fair price of a
more &raquo; ... ean option and other related derivatives. We use Lie symmetry analysis to establish a mapping between them and hence deduce solutions of the tumor equation from solutions of the Black–Scholes equation.
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="">doi:10.3390/computation8020057</a> <a target="_blank" rel="external noopener" href="">fatcat:mm4flnkdnngi3lvxwmd6qv2mne</a> </span>
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