{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q1291867","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q1291867","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q1291867","kernelVersion":"v1","immutable":true,"modified":"2025-12-25T15:19:18Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q1291867","name":"Lie symmetry analysis of differential equations in finance","headline":"Lie symmetry analysis of differential equations in finance","description":"scientific article; zbMATH DE number 1300048","url":"https://portal.mardi4nfdi.de/entity/Q1291867","datePublished":"2000-01-17","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q500231"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2182238"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q65804"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1023/A:1008304132308","url":"https://doi.org/10.1023/A:1008304132308"},"sameAs":["https://doi.org/10.1023/A:1008304132308"],"comment":"The Black-Schole equation \\(u_t+\\frac{1}{2} A^2x^2u_{xx}+ Bxu_x-Cu=0\\) and Jacobs-Jones equation \\(u_t=\\frac{1}{2} A^2x^2u_{xx}+ ABCxyu_{xy}+ \\frac{1}{2}B^2y^2u_{yy} +(Dx\\ln\\frac{y}{x}- Ex^{3/2})u_x+ (Fy\\ln\\frac{G}{y}- Hyx^{1/2})u_y-xu\\) are investigated in this paper. For the equations, algebras of classical symmetries are calculated; particular solutions are found with the help of symmetries. The most general transformation of the Black-Schole equation to the heat equation is obtained. The fundamental solution of the Cauchy problem for this equation is found."},"provenance":{"prov:generatedAtTime":"2025-12-25T15:19:18Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}