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math.AP2025
Group Classification (1+2)-dimensional Linear Equation of Asian Options Pricing
Stanislav V. Spichak, Valeriy I. Stogniy, Inna M. Kopas
We consider a class of (1+2)-dimensional linear partial differential of Asian options pricing. Special cases have been used to models of financial mathematics. We carry out group c…
math.AP2017★ 2 cited
Group classification of a class of generalized nonlinear Kolmogorov equations and exact solutions
Inna Rassokha, Mykola Serov, Stanislav Spichak +1
A class of generalized nonlinear Kolmogorov equations is investigated. We present the group classification of Lie symmetries of the class with respect to the group of equivalence t…