Group classification of a class of equations arising in financial mathematics
From MaRDI portal
Publication:2637947
DOI10.1016/j.jmaa.2010.06.018zbMath1197.91203OpenAlexW2013440928MaRDI QIDQ2637947
Christodoulos Sophocleous, Nataliya M. Ivanova, Peter G. L. Leach
Publication date: 13 September 2010
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.06.018
Financial applications of other theories (91G80) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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