%0 Journal Article
%T Group Classification of a generalization of the Heath Equation
%A Y. Bozhkov
%A S. Dimas
%J Mathematics
%D 2013
%I arXiv
%R 10.1016/j.amc.2014.05.100
%X The complete group classification of a generalization of the Heath model is carried out by connecting it to the heat equation with nonlinear source. Examples of invariant solutions are given under the terminal and the barrier option condition.
%U http://arxiv.org/abs/1310.0139v2