Symmetry analysis and exact solutions to the space-dependent coefficient PDEs in finance
DOI10.1155/2013/156965zbMATH Open1304.35038OpenAlexW2005046141WikidataQ58915385 ScholiaQ58915385MaRDI QIDQ2016655FDOQ2016655
Authors: Han-Ze Liu 
Publication date: 20 June 2014
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/156965
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PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Symmetries, invariants, etc. in context of PDEs (35B06) Series solutions to PDEs (35C10)
Cites Work
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- Potential symmetries and solutions by reduction of partial differential equations
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- Complete group classification and exact solutions to the generalized short pulse equation
Cited In (6)
- Financial Applications of Symbolically Generated Compact Finite Difference Formulae
- The Lie symmetry approach on (1+2)-dimensional financial models
- Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance
- Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition
- Density symmetries for a class of 2-D diffusions with applications to finance
- Lie symmetry analysis on pricing weather derivatives by partial differential equations
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