Abstract:We consider certain forms of nonlinear partial differential equations that arise in Financial Mathematics. Our central aim is to derive mappings that connect such equations with linear equations. We use point and contact transformations and also Hopf-Cole transformations. The concept of infinite-dimensional (Lie or contact) symmetries admitted by linearizable equations is discussed.
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.