Symmetry Analysis and Exact Solutions to the Space-Dependent Coefficient PDEs in Finance | Zendy

Hanze Liu | Zendy

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Symmetry Analysis and Exact Solutions to the Space-Dependent Coefficient PDEs in Finance

Author(s) -

Hanze Liu

Publication year - 2013

Publication title -

abstract and applied analysis

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.228

H-Index - 56

eISSN - 1687-0409

pISSN - 1085-3375

DOI - 10.1155/2013/156965

Subject(s) - mathematics , symmetry (geometry) , power series , partial differential equation , mathematical analysis , series (stratigraphy) , exact solutions in general relativity , transformation (genetics) , variable (mathematics) , similarity (geometry) , space (punctuation) , geometry , artificial intelligence , computer science , image (mathematics) , paleontology , biochemistry , chemistry , linguistics , philosophy , gene , biology

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

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