Lie symmetry analysis of differential equations in finance
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Publication:1291867
DOI10.1023/A:1008304132308zbMath0929.35006OpenAlexW170161567MaRDI QIDQ1291867
Nail H. Ibragimov, Rafail Kav'evich Gazizov
Publication date: 17 January 2000
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1008304132308
invariant solutionfundamental solution of the Cauchy problemalgebras of classical symmetriesBlack-Schole equationgroup theoretical modelingJacobs-Jones equationLie group classification and symmetry analysis
Microeconomic theory (price theory and economic markets) (91B24) Invariance and symmetry properties for PDEs on manifolds (58J70) Geometric theory, characteristics, transformations in context of PDEs (35A30)
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