Group Classification of a generalization of the Heath Equation
arXiv:1310.0139 · doi:10.1016/j.amc.2014.05.100
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.
22 pages. arXiv admin note: substantial text overlap with arXiv:1304.6840