Symmetry Methods in Finance, Applications of Lie Groups, Lie Algebra.
Symmetry Analysis of an Interest Rate Derivatives PDE Model in Financial Mathematics
Perturbation and Symmetry Techniques Applied to Finance
Lie symmetry methods for multi-dimensional parabolic PDEs and diffusions
Lie symmetry methods in finance: an example of the bond pricing equation
Symmetry Methods for Differential Equations: A Beginner's Guide
Symmetry Analysis of Differential Equations: An Introduction
Differential Equations: Their Solution Using Symmetries
Interest rate models on Lie groups
Lie symmetry methods for local volatility models
Lie-algebraic approach for pricing moving barrier options with time-dependent parameters
[Group Properties of the Black Scholes Equation & its Solutions] (https://www.researchgate.net/publication/252609202_Group_Properties_of_the_Black_Scholes_Equation_its_Solutions)
The Calculation of Expectations for Classes of Diffusion Processes by Lie Symmetry Methods
Lie symmetry methods for multi-dimensional parabolic PDEs and diffusions
Symmetry group methods for heat kernels
Symmetry group methods for fundamental solutions
Valuation of Financial Derivatives with Time-Dependent Parameters: Lie-Algebraic Approach
Lie Symmetry Analysis of Differential Equations in Finance
The Reduction Method for Valuing Derivative Securities
Invariance properties of a general bond-pricing equation
Lie Symmetry Analysis of Differential Equations in Finance
Conservation laws for the Black–Scholes equation
Symmetry of stochastic non-variational differential equations