Group classification of a class of equations arising in financial mathematics (Q2637947): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Nataliya M. Ivanova / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Peter G. L. Leach / rank | |||
Normal rank | |||
| Property / reviewed by | |||
| Property / reviewed by: Iulian Stoleriu / rank | |||
Normal rank | |||
Revision as of 21:24, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Group classification of a class of equations arising in financial mathematics |
scientific article |
Statements
Group classification of a class of equations arising in financial mathematics (English)
0 references
13 September 2010
0 references
The paper provides a group classification for a class of partial differential equations arising in Financial Mathematics, which cannot be linearized by means of a point transformation. There have been identified sixteen different classes for the general problem and seven classes for a restricted version of those equations. In addition, a number of solutions based upon reduction using inequivalent sub-algebras is provided.
0 references
group classification
0 references
partial differential equations
0 references
