Enhanced group analysis of a semi linear generalization of a general bond-pricing equation

- Group classification of a quasi-linear variant of the bond-pricing equation.
- We obtain and use the equivalence transformations to simplify the classification.
- We obtain invariant solutions for the terminal and the barrier option problem.

The enhanced group classification of a semi linear generalization of a general bond-pricing equation is carried out by harnessing the underlying equivalence and additional equivalence transformations. We employ that classification to unearth the particular cases with a larger Lie algebra than the general case and use them to find non trivial invariant solutions under the terminal and the barrier option condition.