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OPTIMAL SYSTEMS AND GROUP INVARIANT SOLUTIONS FOR A MODEL ARISING IN FINANCIAL MATHEMATICS
Bienvenue Feugang Nteumagne, Raseelo J. Moitsheki
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Source: Crossref
Published: Dec 31, 2009
DOI: 10.3846/1392-6292.2009.14.495-502
Open original source ↗Source abstract
We consider a bond‐pricing model described in terms of partial differential equations (PDEs). Classical Lie point symmetry analysis of the considered PDEs resulted in a number of point symmetries being admitted. The one‐dimensional optimal system of subalgebras is constructed. Following the symmetry reductions, we determine the group‐invariant solutions.
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