On the group classification of difference schemes for systems of equations in gas dynamics

2008 ◽  
pp. 2-17 ◽  
Author(s):  
N. N. Yanenko ◽  
Y. I. Shokin
Keyword(s):  
Gas Dynamics ◽  
Group Classification ◽  
Difference Schemes ◽  
Systems Of Equations

Lie group classification of the N-th-order nonlinear evolution equations

2011 ◽  
Vol 54 (12) ◽  
pp. 2553-2572 ◽  
Author(s):  
ShouFeng Shen ◽  
ChangZheng Qu ◽  
Qing Huang ◽  
YongYang Jin
Keyword(s):  
Lie Group ◽  
Evolution Equations ◽  
Nonlinear Evolution ◽  
Group Classification ◽  
Nonlinear Evolution Equations ◽  
Lie Group Classification

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

2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
Tanki Motsepa ◽  
Chaudry Masood Khalique ◽  
Motlatsi Molati
Keyword(s):  
Option Pricing ◽  
Three Dimensional ◽  
Mathematical Finance ◽  
Group Classification ◽  
Lie Point Symmetries ◽  
Group Invariant ◽  
Black Scholes ◽  
Group Invariant Solutions ◽  
Bond Option

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 models in mathematics of finance such as Black-Scholes, Vasicek, and Cox-Ingersoll-Ross. For all such values of these arbitrary constants we obtain Lie point symmetries. Symmetry reductions are then obtained and group invariant solutions are constructed for some cases.

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