| dc.contributor.author | Ivanova, Nataliya M. | en |
| dc.contributor.author | Sophocleous, Christodoulos | en |
| dc.contributor.author | Leach, Peter G. L. | en |
| dc.creator | Ivanova, Nataliya M. | en |
| dc.creator | Sophocleous, Christodoulos | en |
| dc.creator | Leach, Peter G. L. | en |
| dc.date.accessioned | 2019-12-02T10:35:41Z | |
| dc.date.available | 2019-12-02T10:35:41Z | |
| dc.date.issued | 2010 | |
| dc.identifier.issn | 0022-247X | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/56961 | |
| dc.description.abstract | We provide a group classification of a class of nonlinearisable evolution partial differential equations which arise in Financial Mathematics. Sixteen different cases are identified for the general problem and another seven for a restricted version. In the cases for which the algebra is suitable we determine the solution to the problem u(0,x)=U, where U is a constant. In addition we provide a number of solutions based upon reduction using inequivalent subalgebras. © 2010 Elsevier Inc. | en |
| dc.source | Journal of Mathematical Analysis and Applications | en |
| dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-77955268623&doi=10.1016%2fj.jmaa.2010.06.018&partnerID=40&md5=a1faef726dd001dd77234f37dd9475b5 | |
| dc.subject | Evolution partial differential equations | en |
| dc.subject | Group classification | en |
| dc.subject | Financial mathematics | en |
| dc.title | Group classification of a class of equations arising in financial mathematics | en |
| dc.type | info:eu-repo/semantics/article | |
| dc.identifier.doi | 10.1016/j.jmaa.2010.06.018 | |
| dc.description.volume | 372 | |
| dc.description.issue | 1 | |
| dc.description.startingpage | 273 | |
| dc.description.endingpage | 286 | |
| dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
| dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
| dc.type.uhtype | Article | en |
| dc.description.notes | <p>Cited By :4</p> | en |
| dc.source.abbreviation | J.Math.Anal.Appl. | en |
| dc.contributor.orcid | Sophocleous, Christodoulos [0000-0001-8021-3548] | |
| dc.gnosis.orcid | 0000-0001-8021-3548 | |
