Optimal system of Lie group invariant solutions for the Asian option PDE (Q5199428): Difference between revisions

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Revision as of 18:51, 19 March 2024

scientific article; zbMATH DE number 5938462
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English
Optimal system of Lie group invariant solutions for the Asian option PDE
scientific article; zbMATH DE number 5938462

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    Optimal system of Lie group invariant solutions for the Asian option PDE (English)
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    16 August 2011
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    Lie symmetries
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    boundary conditions
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    reduced equation
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    Fourier transforms
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