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19982025
most citedGroup classification of a class of generalized nonlinear Kolmogorov equations and exact solutions

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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…