Sökning: "Muhammad Sulaiman"
Hittade 1 uppsats innehållade orden Muhammad Sulaiman.
1. Optimal System of Subalgebras and Invariant Solutions for the Black-Scholes Equation
Master-uppsats, Blekinge Tekniska Högskola/Sektionen för ingenjörsvetenskapSammanfattning : The main purpose of this thesis is to use modern goal-oriented adaptive methods of Lie group analysis to construct the optimal sys- tem of Black-Scholes equation. We will show in this thesis how to obtain all invariant solutions by constructing what has now become so popular, optimal system of sub-algebras, the main Lie algebra admit- ted by the Black-Scholes equation. LÄS MER
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