Group Classification of a General Bond-Option Pricing Equation / Tanki Motsepa

Group Classification of a General Bond-Option Pricing Equation / Tanki Motsepa

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...

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Main Author: Motsepa, Tanki
Language:en
Published: 2015
Online Access:http://hdl.handle.net/10394/14746
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spelling ndltd-netd.ac.za-oai-union.ndltd.org-nwu-oai-dspace.nwu.ac.za-10394-147462016-03-16T03:59:16ZGroup Classification of a General Bond-Option Pricing Equation / Tanki MotsepaMotsepa, TankiThe 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.Thesis (M.Sc. (Applied Mathematics) North-West University, Mafikeng Campus, 20132015-10-13T10:16:23Z2015-10-13T10:16:23Z2013Thesishttp://hdl.handle.net/10394/14746en
collection NDLTD
language en
sources NDLTD
description 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. === Thesis (M.Sc. (Applied Mathematics) North-West University, Mafikeng Campus, 2013
author Motsepa, Tanki
spellingShingle Motsepa, Tanki
Group Classification of a General Bond-Option Pricing Equation / Tanki Motsepa
author_facet Motsepa, Tanki
author_sort Motsepa, Tanki
title Group Classification of a General Bond-Option Pricing Equation / Tanki Motsepa
title_short Group Classification of a General Bond-Option Pricing Equation / Tanki Motsepa
title_full Group Classification of a General Bond-Option Pricing Equation / Tanki Motsepa
title_fullStr Group Classification of a General Bond-Option Pricing Equation / Tanki Motsepa
title_full_unstemmed Group Classification of a General Bond-Option Pricing Equation / Tanki Motsepa
title_sort group classification of a general bond-option pricing equation / tanki motsepa
publishDate 2015
url http://hdl.handle.net/10394/14746
work_keys_str_mv AT motsepatanki groupclassificationofageneralbondoptionpricingequationtankimotsepa
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