Enhanced group analysis of a semi-linear general bond-pricing equation
Abstract
The enhanced group classification of a semi-linear generalization of a general bond-pricing equation is carried out by employing the underlying equivalence and additional equivalence transformations. The knowledge of the sub classes with larger Lie algebras than the general case enable us to find non trivial invariant solutions under the terminal and the barrier option condition.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.