Conservation laws of differential equations in finance

Mao Chang Qin; Feng Xiang Mei; Mei Shang

doi:10.1088/6102/44/6/967

Conservation laws of differential equations in finance

Mao Chang Qin^*, Feng Xiang Mei, Mei Shang

^*Corresponding author for this work

School of Aerospace Engineering

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Pages (from-to)	967-968
Number of pages	2
Journal	Communications in Theoretical Physics
Volume	44
Issue number	6
DOIs	https://doi.org/10.1088/6102/44/6/967
Publication status	Published - 15 Dec 2005

Keywords

Adjoint equation
Conservation law
Fiance

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Qin, M. C., Mei, F. X., & Shang, M. (2005). Conservation laws of differential equations in finance. Communications in Theoretical Physics, 44(6), 967-968. https://doi.org/10.1088/6102/44/6/967

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KW - Fiance

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Conservation laws of differential equations in finance

Abstract

Keywords

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