Laboratoire de Mathématiques Raphaël Salem

UMR 6085 CNRS - Université de Rouen Normandie

Lie symmetries are a powerful tool to search for continuous symmetry groups in a subset of a manifold. They have many applications in the study of differential equations and partial differential equations. We will use systematically Olver's approach to determine Lie symmetries of a pde that correspond to Longstaff-Shwartz model in finance.