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fundamental solutions 1 lie symmetry groups 1 short range models 1 transition densities 1 zero coupon bond pricing 1
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Craddock, Mark 1 Lennox, Kelly A 1
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Finance Discipline Group, Business School 1
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Lie Group Symmetries as Integral Transforms of Fundamental Solutions
Craddock, Mark; Lennox, Kelly A - Finance Discipline Group, Business School - 2006
We obtain fundamental solutions for PDEs of the form ut = x uxx +f(x)ux ??xru by showing that if the symmetry group of the PDE is nontrivial, it contains a standard integral transform of the fundamental solution. We show that in this case, the problem of finding a fundamental solution can be...
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