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Group classification of one class (2+1)-dimensional linear equations of Asian options pricing
Spichak Stanislav Viktorovych 1 , Stogniy Valeriy Ivanovych 2 , Kopas Inna Mykolaevna 2
1 Department of Mathematical Physics, Institute of Mathematics of the National Academy of Sciences of Ukraine, Kyiv, 01001, Ukraine
2 Department of Mathematical Physics and Differential Equations, National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”, Kyiv, 01001, Ukraine
Keywords: group classification, equivalence group, Asian options equation
Abstract

A group classification of one class of (2+1)-dimensional linear equations of Asian options pricing was carried out. As a result, the kernel of maximal invariance algebras and continuous equivalence transformations of this class of equations were found. Using equivalence transformations, all non-equivalent subclasses of equations that have an invariance algebra wider than the kernel of maximal invariance algebras are selected. For each such subclass of equations, Lie algebras of symmetry operators of dimensions four, five, and eight are found.

References

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Cite
ACS Style
Spichak, S.V.; Stogniy , V.I.; Kopas, I.M. Group classification of one class (2+1)-dimensional linear equations of Asian options pricing. Bukovinian Mathematical Journal. 2023, 10 https://doi.org/https://doi.org/10.31861/bmj2022.02.19
AMA Style
Spichak SV, Stogniy VI, Kopas IM. Group classification of one class (2+1)-dimensional linear equations of Asian options pricing. Bukovinian Mathematical Journal. 2023; 10(2). https://doi.org/https://doi.org/10.31861/bmj2022.02.19
Chicago/Turabian Style
Stanislav Viktorovych Spichak, Valeriy Ivanovych Stogniy , Inna Mykolaevna Kopas. 2023. "Group classification of one class (2+1)-dimensional linear equations of Asian options pricing". Bukovinian Mathematical Journal. 10 no. 2. https://doi.org/https://doi.org/10.31861/bmj2022.02.19
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