Essays about: "Lie equainvariant solution"
Found 1 essay containing the words Lie equainvariant solution.
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1. Optimal System of Subalgebras and Invariant Solutions for the Black-Scholes Equation
University essay from Blekinge Tekniska Högskola/Sektionen för ingenjörsvetenskapAbstract : The main purpose of this thesis is to use modern goal-oriented adaptive methods of Lie group analysis to construct the optimal sys- tem of Black-Scholes equation. We will show in this thesis how to obtain all invariant solutions by constructing what has now become so popular, optimal system of sub-algebras, the main Lie algebra admit- ted by the Black-Scholes equation. READ MORE
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