Title of article
Group classification of a class of equations arising in financial mathematics
Author/Authors
Ivanova، نويسنده , , N.M. and Sophocleous، نويسنده , , Sarah C. and Leach، نويسنده , , P.G.L.، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2010
Pages
14
From page
273
To page
286
Abstract
We provide a group classification of a class of nonlinearisable evolution partial differential equations which arise in Financial Mathematics. Sixteen different cases are identified for the general problem and another seven for a restricted version. In the cases for which the algebra is suitable we determine the solution to the problem u ( 0 , x ) = U , where U is a constant. In addition we provide a number of solutions based upon reduction using inequivalent subalgebras.
Keywords
Group classification , Financial mathematics , Evolution partial differential equations
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2010
Journal title
Journal of Mathematical Analysis and Applications
Record number
1561331
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