Please use this identifier to cite or link to this item: https://hdl.handle.net/10321/2304
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dc.contributor.authorPaliathanasis, Andronikosen_US
dc.contributor.authorMorris, Richard M.en_US
dc.contributor.authorLeach, P. G. L.en_US
dc.date.accessioned2017-03-07T10:03:21Z
dc.date.available2017-03-07T10:03:21Z
dc.date.issued2016-06-06-
dc.identifier.citationPaliathanasis, A.; Morris, R. M. and Leach, P. G. L. 2016. The algebraic properties of the space- and time-dependent one-factor model of commodities. Quaestiones Mathematicae. 1-15.en_US
dc.identifier.issn1607-3606 (print)-
dc.identifier.issn1727-933X (online)-
dc.identifier.urihttp://hdl.handle.net/10321/2304-
dc.description.abstractWe consider the one-factor model of commodities for which the parameters of the model depend upon the stock price or on the time. For that model we study the existence of group-invariant transformations. When the parameters are constant, the one-factor model is maximally symmetric. That also holds for the time-dependent problem. However, in the case for which the parameters depend upon the stock price (space) the one-factor model looses the group invariants. For specific functional forms of the parameters the model admits other possible Lie algebras. In each case we determine the conditions which the parameters should satisfy in order for the equation to admit Lie point symmetries. Some applications are given and we show which should be the precise relation amongst the parameters of the model in order for the equation to be maximally symmetric. Finally we discuss some modifications of the initial conditions in the case of the space-dependent model. We do that by using geometric techniques.en_US
dc.format.extent15 pen_US
dc.language.isoenen_US
dc.publisherTaylor and Fancisen_US
dc.relation.ispartofQuaestiones mathematicae (Grahamstown. Online)en_US
dc.subjectLie point symmetriesen_US
dc.subjectOne-factor modelen_US
dc.subjectPrices of commoditiesen_US
dc.titleThe algebraic properties of the space- and time-dependent one-factor model of commoditiesen_US
dc.typeArticleen_US
dc.publisher.urihttps://arxiv.org/pdf/1606.01080.pdfen_US
dc.dut-rims.pubnumDUT-005603en_US
dc.identifier.doi10.2989/16073606.2017.1280709-
item.grantfulltextopen-
item.cerifentitytypePublications-
item.fulltextWith Fulltext-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.openairetypeArticle-
item.languageiso639-1en-
Appears in Collections:Research Publications (Applied Sciences)
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