Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance
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Publication:2149673
DOI10.1016/j.physa.2018.03.053OpenAlexW2795552791WikidataQ115341751 ScholiaQ115341751MaRDI QIDQ2149673
Tanki Motsepa, Chaudry Masood Khalique
Publication date: 29 June 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2018.03.053
conservation lawsgroup-invariant solutionsLie symmetry analysisoptimal system of one-dimensional subalgebrasVasicek pricing equation
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Construction of abundant solutions of the \((2+1)\)-dimensional time-dependent Date-Jimbo-Kashiwara-Miwa equation ⋮ Interaction characteristics of the Riemann wave propagation in the (2+1)-dimensional generalized breaking soliton system ⋮ Painlevé analysis, group invariant analysis, similarity reduction, exact solutions, and conservation laws of Mikhailov–Novikov–Wang equation ⋮ Potential systems of a Buckley-Leverett equation: Lie point symmetries and conservation laws
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