 However  when \sigma(y)=\sigma_{0} and since the price of the option depends on the second Brownian motion in which the volatility is defined, the (1 + 2) evolution is not reduced to the Black-Scholes-Merton equation , the model admits five Lie symmetries, plus the linear symmetry and the infinity number of solution symmetries.
<coherence>  However  when \sigma(y)=\sigma_{0} and since the price of the option depends on the second Brownian motion in which the volatility is defined, the (1 + 2) evolution is not reduced to the Black-Scholes-Merton equation , the model admits five Lie symmetries, plus the linear symmetry and the infinity number of solution symmetries.
 However when \sigma(y)=\sigma_{0} and as the price of the option depends on the second Brownian motion in which the volatility is defined, the (1 + 2) evolution is not reduced to the Black-Scholes-Merton equation , the model admits five Lie symmetries, plus the linear symmetry and the infinity number of solution symmetries.