Group Classification of a generalization of the Heath Equation

Autor:	Bozhkov, Y., Dimas, S.
Rok vydání:	2013
Předmět:	Mathematics - Analysis of PDEs 35A20 70G65 70M60 97M30 68W30
Druh dokumentu:	Working Paper
DOI:	10.1016/j.amc.2014.05.100
Popis:	The complete group classification of a generalization of the Heath model is carried out by connecting it to the heat equation with nonlinear source. Examples of invariant solutions are given under the terminal and the barrier option condition. Comment: 22 pages. arXiv admin note: substantial text overlap with arXiv:1304.6840
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1310.0139 Zobrazit plný text záznamu View this record from Arxiv