| dc.contributor.author | Sophocleous, Christodoulos | en |
| dc.contributor.author | Leach, Peter G. L. | en |
| dc.creator | Sophocleous, Christodoulos | en |
| dc.creator | Leach, Peter G. L. | en |
| dc.date.accessioned | 2019-12-02T10:38:21Z | |
| dc.date.available | 2019-12-02T10:38:21Z | |
| dc.date.issued | 2010 | |
| dc.identifier.issn | 1935-0090 | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57648 | |
| dc.description.abstract | In the modelling of various financial instruments, risks, prices of commodities, etc., the end result is frequently an evolution partial differential equation. A remarkable number of these have rich algebraic structures. This richness facilitates the process of resolution of problems in an algorithmic fashion rather than the apparently 'seat-of-thepants' methods which abound in the literature. We illustrate the algebraic resolution of these problems with a number of examples. ©2010 Dixie W Publishing Corporation, U. S. A. | en |
| dc.source | Applied Mathematics and Information Sciences | en |
| dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-79955924669&partnerID=40&md5=9b70a72d68c4711ee5af72e4bada7db7 | |
| dc.subject | Evolution partial differential equations | en |
| dc.subject | Lie point symmetries | en |
| dc.subject | Financial mathematics | en |
| dc.title | Algebraic aspects of evolution partial differential equations arising in financial mathematics | en |
| dc.type | info:eu-repo/semantics/article | |
| dc.description.volume | 4 | |
| dc.description.issue | 3 | |
| dc.description.startingpage | 289 | |
| dc.description.endingpage | 305 | |
| 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 :2</p> | en |
| dc.source.abbreviation | Appl.Mat.Inf.Sci. | en |
| dc.contributor.orcid | Sophocleous, Christodoulos [0000-0001-8021-3548] | |
| dc.gnosis.orcid | 0000-0001-8021-3548 | |
