Invariant solutions of the Black-Scholes equation
| dc.contributor.advisor | Mokhwetha, Mabula | |
| dc.contributor.coadvisor | Maluleke, Gaza | |
| dc.contributor.email | makobakmothiba@gmail.com | en_US |
| dc.contributor.postgraduate | Mothiba, Makoba Melidah Kholofelo | |
| dc.date.accessioned | 2022-12-21T12:16:36Z | |
| dc.date.available | 2022-12-21T12:16:36Z | |
| dc.date.created | 2023-04-15 | |
| dc.date.issued | 2022 | |
| dc.description | Dissertation (MSc (Applied Mathematics))--University of Pretoria, 2022. | en_US |
| dc.description.abstract | In this study, we discuss derivatives, Lie symmetries and invariant solutions of the Black Scholes equation. We combine the Lie group methods with the Adomian decomposition method to solve the Black and Scholes equation via the heat equation. We further discuss several examples to illustrate the theory in this study | en_US |
| dc.description.availability | Unrestricted | en_US |
| dc.description.degree | MSc (Applied Mathematics) | en_US |
| dc.description.department | Mathematics and Applied Mathematics | en_US |
| dc.identifier.citation | * | en_US |
| dc.identifier.other | A2023 | |
| dc.identifier.uri | https://repository.up.ac.za/handle/2263/88846 | |
| dc.language.iso | en | en_US |
| dc.publisher | University of Pretoria | |
| dc.rights | © 2022 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. | |
| dc.subject | UCTD | en_US |
| dc.subject | Black-Scholes equation | en_US |
| dc.subject | Lie symmetries | en_US |
| dc.subject | Adomian decomposition method | en_US |
| dc.subject | Heat equation | en_US |
| dc.title | Invariant solutions of the Black-Scholes equation | en_US |
| dc.type | Dissertation | en_US |