For the time fractional Guéant–Pu option pricing model we obtain the Lie algebra of the group of equivalence transformations, which is used to obtain the group classification of the model with respect to the nonlinear free element on the right-hand side of the corresponding equation.
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Yadrikhinskiy, K.V., Fedorov, V.E. Symmetries of Fractional Guéant–Pu Model with Gerasimov–Caputo Time-Derivative. J Math Sci 274, 552–566 (2023). https://doi.org/10.1007/s10958-023-06620-w
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DOI: https://doi.org/10.1007/s10958-023-06620-w