Sökning: "Sulaiman Muhammad"

Hittade 1 uppsats innehållade orden Sulaiman Muhammad.

  1. 1. Optimal System of Subalgebras and Invariant Solutions for the Black-Scholes Equation

    Master-uppsats, Blekinge Tekniska Högskola/Sektionen för ingenjörsvetenskap

    Författare :Zahid Hussain; Muhammad Sulaiman; Edward K. E. Sackey; [2009]
    Nyckelord :Keywords:Black-Scholes Equation; commutators; commutator table; Lie equainvariant solution; optimal system; generators; Airy equation; structure constant;

    Sammanfattning : 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