Lie symmetries of \((1+2)\) nonautonomous evolution equations in financial mathematics
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Publication:515423
DOI10.3390/math4020034zbMath1358.91102arXiv1605.01071OpenAlexW2963143086MaRDI QIDQ515423
Andronikos Paliathanasis, Peter G. L. Leach, Richard M. Morris
Publication date: 16 March 2017
Published in: Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.01071
Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Symmetries, invariants, etc. in context of PDEs (35B06)
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The spectral determinations of some classes of multicone graphs, Lie symmetry analysis of the Black-Scholes-Merton model for European options with stochastic volatility
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