Noninvariant Boundary Conditions

DOI10.1080/0003681031000109639zbMATH Open1038.35007OpenAlexW2018831630WikidataQ58178489 ScholiaQ58178489MaRDI QIDQ4435644FDOQ4435644

Authors: Joanna Goard 

Publication date: 17 November 2003

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0003681031000109639

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zbMATH Keywords

Lie symmetry methodsboundary and initial conditionsinfinitesimal symmetry generator

Mathematics Subject Classification ID

Geometric theory, characteristics, transformations in context of PDEs (35A30) Invariance and symmetry properties for PDEs on manifolds (58J70)

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• Symmetry methods for option pricing
• Symmetries for initial value problems
• Exact and approximate solutions for options with time-dependent stochastic volatility
• Title not available (Why is that?)
• Finding symmetries by incorporating initial conditions as side conditions
• The numerical solutions of a boundary value problem for nonlinear partial differential equations by using symmetry method
• A terminal condition in linear bond-pricing under symmetry invariance

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