Solving the barrier options model with linear time-dependent volatility by symmetry analysis
| dc.contributor.author | Kometsi, Relebohile Veronecca | |
| dc.contributor.supervisor | Mr Nchejane, Ngaka | |
| dc.date.accessioned | 2025-11-06T14:39:19Z | |
| dc.date.available | 2025-11-06T14:39:19Z | |
| dc.date.issued | 2025-07 | |
| dc.description | Honours' degree thesis | |
| dc.description.abstract | This project aims to solve the barrier options model with linear time-dependent volatility, described as a Partial Differential Equation (PDE) using symmetry analysis. The only PDE to be considered will be the Black-Scholes model. Firstly, we use Lie symmetry to find symmetries of our model from our determining equations. Once the symmetries are found, they will b e picked at random to form characteristic equations needed to find invariant solutions. Lastly, the solutions will b e interpreted and graphed. | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14155/2225 | |
| dc.language.iso | en | |
| dc.publisher | National University of Lesotho | |
| dc.title | Solving the barrier options model with linear time-dependent volatility by symmetry analysis | |
| dc.type | Thesis |