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Discrete symmetry analysis of partial differential equations for bond pricing
We show how to compute the discrete symmetries for a given Black-Scholes (B-S) partial differential equation (PDE) with the aid of the full automorphism group of the Lie algebra associated to the standard B-S PDE. The paper determines the discrete symmetries using two methods. The first is by G. Sil...
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| Format: | Thesis |
| Language: | English |
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Department of Mathematics and Applied Mathematics
2022
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