Invariant Approaches to Equations of Finance
AbstractWe firstly show how effective it is to utilize the invariant criteria for scalar linear (1+1) parabolic equations in order to perform reductions to the three Lie canonical forms of a bond-pricing model from finance. As a consequence we arrive at new results on bond-pricing equations that admit four nontrivial symmetries. In the second part we draw attention to a new method developed for equations of economics.
Scifeed alert for new publicationsNever miss any articles matching your research from any publisher
- Get alerts for new papers matching your research
- Find out the new papers from selected authors
- Updated daily for 49'000+ journals and 6000+ publishers
- Define your Scifeed now
Mahomed, F.M.; Mahomed, K.S.; Naz, R.; Momoniat, E. Invariant Approaches to Equations of Finance. Math. Comput. Appl. 2013, 18, 244-250.
Mahomed FM, Mahomed KS, Naz R, Momoniat E. Invariant Approaches to Equations of Finance. Mathematical and Computational Applications. 2013; 18(3):244-250.Chicago/Turabian Style
Mahomed, F. M.; Mahomed, K. S.; Naz, R.; Momoniat, E. 2013. "Invariant Approaches to Equations of Finance." Math. Comput. Appl. 18, no. 3: 244-250.