Open Access
2013 Symmetry Analysis and Exact Solutions to the Space-Dependent Coefficient PDEs in Finance
Hanze Liu
Abstr. Appl. Anal. 2013(SI48): 1-10 (2013). DOI: 10.1155/2013/156965

Abstract

The variable-coefficients partial differential equations (vc-PDEs) in finance are investigated by Lie symmetry analysis and the generalized power series method. All of the geometric vector fields of the equations are obtained; the symmetry reductions and exact solutions to the equations are presented, including the exponentiated solutions and the similarity solutions. Furthermore, the exact analytic solutions are provided by the transformation technique and generalized power series method, which has shown that the combination of Lie symmetry analysis and the generalized power series method is a feasible approach to dealing with exact solutions to the variable-coefficients PDEs.

Citation

Download Citation

Hanze Liu. "Symmetry Analysis and Exact Solutions to the Space-Dependent Coefficient PDEs in Finance." Abstr. Appl. Anal. 2013 (SI48) 1 - 10, 2013. https://doi.org/10.1155/2013/156965

Information

Published: 2013
First available in Project Euclid: 26 February 2014

zbMATH: 1304.35038
MathSciNet: MR3126806
Digital Object Identifier: 10.1155/2013/156965

Rights: Copyright © 2013 Hindawi

Vol.2013 • No. SI48 • 2013
Back to Top