Solving Nonlinear Black-Scholes Equation

In this dissertation,under the guidance of mathematical mechanization and the AC=BD theory put forward by Prof.Zhang Hongqing,and by means of symbolic computation software Maple,studied with the transaction costs of option pricing model and Obtained non-linear Black-Scholes equation of the closed form solution.Chapter 1 is devoted to instigating the ideas of the mathematics mechanization and computer algebra.Chapter 2 investigates AC=BD theory and methods of constructing of the operators of C and D.Chapter 3 is devoted to the transaction costs of option pricing model and Obtained non-linear Black-Scholes equation of the closed form solution.