Ramoeletsi, Realeboha2022-02-212022-02-212022-10-21https://repository.tml.nul.ls/handle/20.500.14155/1675We perform Lie symmetry analysis to the fractional Black-Scholes option pricing model whose price evolution is described in terms of a partial di erential equation (PDE). As a result, new complete Lie symmetry group and in nitesimal generators of the one-dimensional fractional Black-Scholes pricing model are derived. Furthermore, we compute a family of exact invariant solutions that constitute the pricing models for the Black-Scholes model using the associated in nitesimal generators and the corresponding similarity reduction equations. Using known solutions, more solutions are generated via group point transformationsenRamoeletsi RealebohaLie point symmetries, fractional Black-Scholes, option pricing, financial mathematicsThesis