Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance
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- Lie symmetry analysis of a first-order feedback model of option pricing
- Lie symmetry analysis, conservation laws and exact solutions of the time-fractional generalized Hirota-Satsuma coupled KdV system
- Lie symmetry analysis, explicit solutions and conservation laws for the space-time fractional nonlinear evolution equations
- Lie symmetry reductions and exact solutions of an option-pricing equation for large agents
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- Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions
Cited in
(14)- Invariant approaches to equations of finance
- Group classification of a general bond-option pricing equation of mathematical finance
- The Lie symmetry approach on (1+2)-dimensional financial models
- Construction of abundant solutions of the (2+1)-dimensional time-dependent Date-Jimbo-Kashiwara-Miwa equation
- Potential systems of a Buckley-Leverett equation: Lie point symmetries and conservation laws
- Optimal systems and group invariant solutions for a model arising in financial mathematics
- Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition
- Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions
- 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
- Symmetry solutions and conservation laws of a (3+1)-dimensional generalized KP-Boussinesq equation in fluid mechanics
- Analytic solutions and conservation laws of a (2+1)-dimensional generalized Yu-Toda-Sasa-Fukuyama equation
- Symmetry classification and invariant solutions of the classical geometric mean reversion process
- Analyzing the American portfolio options within the CEV model incorporating dividend yield by the Lie symmetry approach
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