Group Classification of a General Bond-Option Pricing Equation of Mathematical Finance

Other literature type, Article English OPEN
Motsepa, Tanki; Khalique, Chaudry Masood; Molati, Motlatsi;
(2014)

We carry out group classification of a general bond-option pricing equation. We show that the equation admits a three-dimensional equivalence Lie algebra. We also show that some of the values of the constants which result from group classification give us well-known mod... View more
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