Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Author "O’Hara, J. G."
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Erratum: The application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition [J Eng Math, 82, (2013), 67-75, DOI 10.1007/s10665-012-9595-4]
O’Hara, J. G.; Sophocleous, Christodoulos; Leach, Peter G. L. (2015)In an analysis of the Lie point symmetries of the equation which allows for the inclusion of transaction costs into the Black–Scholes model (J Eng Math 82:67–75, 2013) one of the symmetries was omitted. We rectify that ...