Lie symmetry analysis for a parabolic Monge-Ampère equation in the optimal investment theory
type: Item
instance of: scholarly article
title: Lie symmetry analysis for a parabolic Monge-Ampère equation in the optimal investment theory
zbMATH Open document ID: 1402.35022
author: Shaojie Yang
author: Tian Zhou Xu
published in: Journal of Computational and Applied Mathematics
publication date: 2018-11-16T00:00:00Z
Mathematics Subject Classification ID: 35B06
Mathematics Subject Classification ID: 35K96
zbMATH DE Number: 6980363
zbMATH Keywords: symmetry reductions
zbMATH Keywords: invariant solutions
zbMATH Keywords: optimal investment theory
MaRDI profile type: Publication
full work available at URL: j.cam.2018.07.035
OpenAlex ID: W2886019509
cites work: Q3075597
cites work: Q3715336
cites work: Symmetry and integration methods for differential equations
cites work: Q3945260
cites work: Symmetries of integro-differential equations. With applications in mechanics and plasma physics
cites work: Q742088
cites work: Applications of symmetry methods to partial differential equations
cites work: Lie symmetry analysis and exact explicit solutions for general Burgers' equation
cites work: Lie group classifications and exact solutions for two variable-coefficient equations
cites work: Lie symmetry reductions and exact solutions of a coupled KdV-Burgers equation
cites work: Type-II hidden symmetry and nonlinear self-adjointness of Boiti-Leon-Pempinelli equation
cites work: ARBITRAGE-FREE OPTION PRICING MODELS
cites work: Mathematical models of financial derivatives
cites work: A Laplace transform finite difference method for the Black-Scholes equation
cites work: EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES
cites work: Existence of solutions to initial value problem for a parabolic Monge-Ampère equation and application
cites work: On the systematic approach to the classification of differential equations by group theoretical methods
DOI: 10.1016/J.CAM.2018.07.035
description: scientific article; zbMATH DE number 6980363