Browsing by Subject "optimal system of one-dimensional subalgebras"

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Lie symmetry reductions and exact solutions of an option-pricing equation for large agents

Lekalakala, Senkepeng Louisa; Motsepa, Tanki; Khalique, Chaudry Masood (Springer, 2016)

In this paper, we study a nonlinear partial differential equation that models the one-factor term structure option-pricing for large agents from the Lie symmetry stand point. This equation was modelled by Jonsson and Keppo ...