Group classification of a class of equations arising in financial mathematics
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Publication:2637947
DOI10.1016/J.JMAA.2010.06.018zbMath1197.91203OpenAlexW2013440928MaRDI QIDQ2637947
Christodoulos Sophocleous, Nataliya M. Ivanova, Peter G. L. Leach
Publication date: 13 September 2010
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.06.018
Financial applications of other theories (91G80) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
Related Items (5)
Conditional Lie-Bäcklund symmetry reductions and exact solutions of a class of reaction-diffusion equations ⋮ Group invariant transformations for the Klein-Gordon equation in three dimensional flat spaces ⋮ Group classification of a general bond-option pricing equation of mathematical finance ⋮ Lie group classification for a class of compound KdV-Burgers equations with time-dependent coefficients ⋮ Symmetry analysis of the Klein–Gordon equation in Bianchi I spacetimes
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