Group Classification of a General Bond-Option Pricing Equation

dc.contributor.advisor	Khalique, C.M.
dc.contributor.author	Motsepa, Tanki
dc.date.accessioned	2015-10-13T10:16:23Z
dc.date.available	2015-10-13T10:16:23Z
dc.date.issued	2013
dc.identifier.uri	http://hdl.handle.net/10394/14746
dc.description	Thesis (M.Sc. (Applied Mathematics) North-West University, Mafikeng Campus, 2013	en_US
dc.description.abstract	The main purpose of this work is to perform the Lie group classification of a general bond-option pricing equation. The procedure involves finding the Lie symmetries of the said partial differential equation and employing direct method to classify the equation. The optimal systems are then obtained for some cases encountered and group-invariant solutions are found for the optimal systems of one-dimensional subalgebras obtained.	en_US
dc.language.iso	en	en_US
dc.title	Group Classification of a General Bond-Option Pricing Equation	en
dc.type	Thesis	en_US
dc.description.thesistype	Masters	en_US
dc.contributor.researchID	20559860 - Khalique, Chaudry Masood (Supervisor)