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  • Lie Symmetries of (1+2) nonautonomous evolution equations in financial mathematics 

    Paliathanasis, Andronikos; Morris, Richard M.; Leach, P. G. L. (MDPIhttp://www.mdpi.com/2227-7390/4/2/34/htm, 2016)
    We analyse two classes of (1 + 2) evolution equations which are of special interest in Financial Mathematics, namely the Two-dimensional Black-Scholes Equation and the equation for the Two-factor Commodities Problem. Our ...