Work

Conservation Laws of Differential Equations in Finance

Year: 2005
Type: article
Abstract: Conservation laws of some differential equations in fiance are studied in this paper. This method does not involve the use or existence of a variational principle. As an alternative, linearize the given equation and find adjoint equation of the linearized equation, the conservation laws can be constructed directly from the symmetries and adjoint symmetries of the associated linearized equation and its adjoint equation.
Language: English
Open Access status: bronze
OpenAlex ID: W2009674394
FWCI:
Cites: 6
Cited by:
Related to: 10