Lie Symmetry Analysis of Differential Equations in Finance

Nonlinear Dynamics

Volumn 17, Issue 4, 1998, Pages 387-407

  Gazizov, R K ^a,b   Ibragimov, N H ^a  

^a NORTH WEST UNIVERSITY   (South Africa)

^b Science and Education Center of Bashkir People History Ufa University of Science and Technology   (Russian Federation)

Author keywords

Differential equations in finance; Group theoretic modelling; Invariant solutions; Lie group classification and symmetry analysis

Indexed keywords

LINEAR EQUATIONS; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; PARTIAL DIFFERENTIAL EQUATIONS;

BLACK-SCHOLES MODEL; HEAT TRANSFER EQUATION; JACOBS-JONES MODEL; LIE EQUIVALENCE TRANSFORMATION FORMULA; LIE GROUP THEORY; LIE SYMMETRY ANALYSIS;

FINANCE;

EID: 0032310262     PISSN: 0924090X     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008304132308     Document Type: Article

References (17)

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