[HTML][HTML] Lie symmetries and the constant elasticity of variance (CEV) model
S Kontogiorgis, C Sophocleous - Partial Differential Equations in Applied …, 2022 - Elsevier
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Contact symmetries and linearization of certain classes of financial models
C Sophocleous - International Journal of Applied and Computational …, 2024 - Springer
We consider a class of (1+ 2)-dimensional nonlinear partial differential equations. Special
cases have been used to model recent problems in financial mathematics. We show that …
cases have been used to model recent problems in financial mathematics. We show that …
Linearization in Financial Mathematics
C Sophocleous - Journal of Physics: Conference Series, 2023 - iopscience.iop.org
We consider certain forms of nonlinear partial differential equations that arise in Financial
Mathematics. Our central aim is to derive map**s that connect such equations with linear …
Mathematics. Our central aim is to derive map**s that connect such equations with linear …