| Texto completo | |
| Autor(es): |
Bozhkov, Y.
;
Dimas, S.
Número total de Autores: 2
|
| Tipo de documento: | Artigo Científico |
| Fonte: | COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION; v. 54, p. 210-220, JAN 2018. |
| Citações Web of Science: | 0 |
| Resumo | |
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) | |
| Processo FAPESP: | 11/05855-9 - Grupo-análise de equações diferenciais não-lineares |
| Beneficiário: | Stylianos Dimas |
| Modalidade de apoio: | Bolsas no Brasil - Pós-Doutorado |