540 citations · 6.4k across the 303 of their papers we have counts for
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Cheng Equation: A Revisit Through Symmetry Analysis
Amlan K Halder, R Sinuvasan, A Paliathanasis +1
The symmetry analysis of the Cheng Equation is performed. The Cheng Equation is reduced to a first-order equation of either Abel's Equations, the analytic solution of which is give…
Lie symmetries for systems of evolution equations
Andronikos Paliathanasis, Michael Tsamparlis
The Lie symmetries for a class of systems of evolution equations are studied. The evolution equations are defined in a bimetric space with two Riemannian metrics corresponding to t…
The algebraic properties of the space- and time-dependent one-factor model of commodities
A. Paliathanasis, R. M. Morris, P. G. L. Leach
We consider the one-factor model of commodities for which the parameters of the model depend upon the stock price or on the time. For that model we study the existence of group-inv…
Lie symmetries of (1+2) nonautonomous evolution equations in Financial Mathematics
A. Paliathanasis, R. M. Morris, P. G. L. Leach
We analyse two classes of evolution equations which are of special interest in Financial Mathematics, namely the Two-dimensional Black-Scholes Equation and the equation for…
Lie Symmetry Analysis of the Black-Scholes-Merton Model for European Options with Stochastic Volatility
A. Paliathanasis, K. Krishnakumar, K. M. Tamizhmani +1
We perform a classification of the Lie point symmetries for the Black--Scholes--Merton Model for European options with stochastic volatility, , in which the last is defined by a…
Symmetries of second-order PDEs and conformal Killing vectors
Michael Tsamparlis, Andronikos Paliathanasis
We study the Lie point symmetries of a general class of partial differential equations (PDE) of second order. An equation from this class naturally defines a second-order symmetric…