论文标题
Lie Point对称性产生的Bachelier模型的基本功能解决方案
Elementary functions solutions to the Bachelier model generated by Lie point symmetries
论文作者
论文摘要
在最近的负利率情况下，Bachelier模型一直引起人们的注意并通过评估利率期权的价格。在本文中，我们发现了Bachelier部分偏微分方程（PDE）的Lie Point对称性，并使用它们来从基本函数解决方案中生成新的无限基本功能解决方案，从我们在先前出版物中得出的基本功能解决方案。
Under the recent negative interest rate situation, the Bachelier model has been attracting attention and adopted for evaluating the price of interest rate options. In this paper we find the Lie point symmetries of the Bachelier partial differential equation (PDE) and use them in order to generate new classes of denumerably infinite elementary function solutions to the Bachelier model from elementary function solutions to it which we derived in a previous publication.
