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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| Language: | en |
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2015
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| Online Access: | http://hdl.handle.net/10394/14746 |