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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Enhanced group analysis of a semi linear generalization of a general bond-pricing equation

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Author(s):
Bozhkov, Y. ; Dimas, S.
Total Authors: 2
Document type: Journal article
Source: COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION; v. 54, p. 210-220, JAN 2018.
Web of Science Citations: 0
Abstract

The enhanced group classification of a semi linear generalization of a general bond-pricing equation is carried out by harnessing the underlying equivalence and additional equivalence transformations. We employ that classification to unearth the particular cases with a larger Lie algebra than the general case and use them to find non trivial invariant solutions under the terminal and the barrier option condition. (C) 2017 Elsevier B.V. All rights reserved. (AU)

FAPESP's process: 11/05855-9 - Group analysis of nonlinear differential equations
Grantee:Stylianos Dimas
Support Opportunities: Scholarships in Brazil - Post-Doctoral