The algebraic properties of the space-and time-dependent one-factor model of commodities

DOI10.2989/16073606.2017.1280709zbMath1426.91125arXiv1606.01080OpenAlexW2962969001MaRDI QIDQ5236055

Andronikos Paliathanasis, Richard M. Morris, Peter G. L. Leach

Publication date: 15 October 2019

Published in: Quaestiones Mathematicae (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.01080

zbMATH Keywords

Lie point symmetriesprices of commoditiesone-factor model

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Lie algebras of Lie groups (22E60) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Related Items (1)

Closed-form solutions via the invariant approach for one-factor commodity models

Uses Software

• SYM

Cites Work

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• The geometric origin of Lie point symmetries of the Schrödinger and the Klein–Gordon equations
• Algebraic properties of evolution partial differential equations modelling prices of commodities

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