Integrability analysis of the partial differential equation describing the classical bond-pricing model of mathematical finance
Aziz Taha,
Fatima Aeeman,
Masood Khalique Chaudry
Affiliations
Aziz Taha
School of Computer, Statistical and Mathematical Sciences, North-West University, Potchefstroom Campus, Private Bag X2520, Potchefstroom, South Africa
Fatima Aeeman
International Institute for Symmetry Analysis and Mathematical Modeling, Department of Mathematical Sciences, North-West University, Mafikeng Campus, Private Bag X2046, Mmabatho2735, South Africa
Masood Khalique Chaudry
International Institute for Symmetry Analysis and Mathematical Modeling, Department of Mathematical Sciences, North-West University, Mafikeng Campus, Private Bag X2046, Mmabatho2735, South Africa