Integrability analysis of the partial differential equation describing the classical bond-pricing model of mathematical finance

Integrability analysis of the partial differential equation describing the classical bond-pricing model of mathematical finance

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Bibliographic Details
Main Authors: Aziz Taha, Fatima Aeeman, Masood Khalique Chaudry
Format: Article
Language:English
Published: De Gruyter 2019-12-01
Series:Open Physics
Online Access:https://doi.org/10.1515/phys-2019-0075
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spelling doaj-ac23f21487264a48a48aa8022424d52a2021-09-05T13:59:37ZengDe GruyterOpen Physics2391-54712019-12-0117180880810.1515/phys-2019-0075phys-2019-0075Integrability analysis of the partial differential equation describing the classical bond-pricing model of mathematical financeAziz Taha0Fatima Aeeman1Masood Khalique Chaudry2School of Computer, Statistical and Mathematical Sciences, North-West University, Potchefstroom Campus, Private Bag X2520, Potchefstroom, South AfricaInternational Institute for Symmetry Analysis and Mathematical Modeling, Department of Mathematical Sciences, North-West University, Mafikeng Campus, Private Bag X2046, Mmabatho2735, South AfricaInternational Institute for Symmetry Analysis and Mathematical Modeling, Department of Mathematical Sciences, North-West University, Mafikeng Campus, Private Bag X2046, Mmabatho2735, South Africahttps://doi.org/10.1515/phys-2019-0075
collection DOAJ
language English
format Article
sources DOAJ
author Aziz Taha
Fatima Aeeman
Masood Khalique Chaudry
spellingShingle Aziz Taha
Fatima Aeeman
Masood Khalique Chaudry
Integrability analysis of the partial differential equation describing the classical bond-pricing model of mathematical finance
Open Physics
author_facet Aziz Taha
Fatima Aeeman
Masood Khalique Chaudry
author_sort Aziz Taha
title Integrability analysis of the partial differential equation describing the classical bond-pricing model of mathematical finance
title_short Integrability analysis of the partial differential equation describing the classical bond-pricing model of mathematical finance
title_full Integrability analysis of the partial differential equation describing the classical bond-pricing model of mathematical finance
title_fullStr Integrability analysis of the partial differential equation describing the classical bond-pricing model of mathematical finance
title_full_unstemmed Integrability analysis of the partial differential equation describing the classical bond-pricing model of mathematical finance
title_sort integrability analysis of the partial differential equation describing the classical bond-pricing model of mathematical finance
publisher De Gruyter
series Open Physics
issn 2391-5471
publishDate 2019-12-01
url https://doi.org/10.1515/phys-2019-0075
work_keys_str_mv AT aziztaha integrabilityanalysisofthepartialdifferentialequationdescribingtheclassicalbondpricingmodelofmathematicalfinance
AT fatimaaeeman integrabilityanalysisofthepartialdifferentialequationdescribingtheclassicalbondpricingmodelofmathematicalfinance
AT masoodkhaliquechaudry integrabilityanalysisofthepartialdifferentialequationdescribingtheclassicalbondpricingmodelofmathematicalfinance
_version_ 1717813321991716864

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