Before revision: We perform a classification of the Lie point symmetries for the Black-Scholes-Merton model for European options with stochastic volatility \% \sigma, in which the last is defined by a stochastic differential equation with the Orstein-Uhlenbeck term.
After revision: We perform a classification of the Lie point symmetries for the Black-Scholes-Merton model for European options with stochastic volatility , \sigma, in which the last is defined by a stochastic differential equation with the Orstein-Uhlenbeck term.