Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance

DOI10.1016/j.physa.2018.03.053OpenAlexW2795552791WikidataQ115341751 ScholiaQ115341751MaRDI QIDQ2149673

Tanki Motsepa, Chaudry Masood Khalique

Publication date: 29 June 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2018.03.053

zbMATH Keywords

conservation lawsgroup-invariant solutionsLie symmetry analysisoptimal system of one-dimensional subalgebrasVasicek pricing equation

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (4)

Construction of abundant solutions of the \((2+1)\)-dimensional time-dependent Date-Jimbo-Kashiwara-Miwa equation ⋮ Interaction characteristics of the Riemann wave propagation in the (2+1)-dimensional generalized breaking soliton system ⋮ Painlevé analysis, group invariant analysis, similarity reduction, exact solutions, and conservation laws of Mikhailov–Novikov–Wang equation ⋮ Potential systems of a Buckley-Leverett equation: Lie point symmetries and conservation laws

Cites Work

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