Article ID Journal Published Year Pages File Type
4627719 Applied Mathematics and Computation 2014 11 Pages PDF
Abstract
The complete group classification of a generalization of the Heath model is carried out by connecting it to the heat equation with nonlinear source. Examples of invariant solutions are given under the terminal and the barrier option condition.
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Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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Group classification of a generalization of the Heath equation
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