Group classification of a generalization of the Heath equation
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摘要
The complete group classification of a generalization of the Heath model is carried out by connecting it to the heat equation with nonlinear source. Examples of invariant solutions are given under the terminal and the barrier option condition.
论文关键词：Heath equation,Lie point symmetry,Group classification,Barrier option,Computer assisted research
论文评审过程：Available online 19 June 2014.
论文官网地址：https://doi.org/10.1016/j.amc.2014.05.100
