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Symmetry Analysis and Exact Solutions to the Space-Dependent Coefficient PDEs in Finance

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  • Hanze Liu

Abstract

The variable-coefficients partial differential equations (vc-PDEs) in finance are investigated by Lie symmetry analysis and the generalized power series method. All of the geometric vector fields of the equations are obtained; the symmetry reductions and exact solutions to the equations are presented, including the exponentiated solutions and the similarity solutions. Furthermore, the exact analytic solutions are provided by the transformation technique and generalized power series method, which has shown that the combination of Lie symmetry analysis and the generalized power series method is a feasible approach to dealing with exact solutions to the variable-coefficients PDEs.

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  • Hanze Liu, 2013. "Symmetry Analysis and Exact Solutions to the Space-Dependent Coefficient PDEs in Finance," Abstract and Applied Analysis, Hindawi, vol. 2013, pages 1-10, November.
    • Handle: RePEc:hin:jnlaaa:156965
    DOI: 10.1155/2013/156965
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