Group Classification of a General Bond-Option Pricing Equation
| dc.contributor.advisor | Khalique, C.M. | |
| dc.contributor.author | Motsepa, Tanki | |
| dc.contributor.researchID | 20559860 - Khalique, Chaudry Masood (Supervisor) | |
| dc.date.accessioned | 2015-10-13T10:16:23Z | |
| dc.date.available | 2015-10-13T10:16:23Z | |
| dc.date.issued | 2013 | |
| 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.description.thesistype | Masters | en_US |
| dc.identifier.uri | http://hdl.handle.net/10394/14746 | |
| dc.language.iso | en | en_US |
| dc.title | Group Classification of a General Bond-Option Pricing Equation | en |
| dc.type | Thesis | en_US |