Group Classification of a generalization of the Heath Equation
Analysis of PDEs
2014-06-10 v2
Abstract
The complete group classification of a generalization of the Heath model is carried out by connecting it to the heat equation with nonlinear source. Examples of invariant solutions are given under the terminal and the barrier option condition.
Keywords
Cite
@article{arxiv.1310.0139,
title = {Group Classification of a generalization of the Heath Equation},
author = {Y. Bozhkov and S. Dimas},
journal= {arXiv preprint arXiv:1310.0139},
year = {2014}
}
Comments
22 pages. arXiv admin note: substantial text overlap with arXiv:1304.6840