Group classification of a class of equations arising in financial mathematics (Q2637947)
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scientific article
| Language | Label | Description | Also known as |
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| English | Group classification of a class of equations arising in financial mathematics |
scientific article |
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Group classification of a class of equations arising in financial mathematics (English)
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13 September 2010
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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.
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group classification
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partial differential equations
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