Ndoune N and Bouetou Bouetou T
In this paper, we introduce the notion of representation of Bol algebra. We prove an analogue of the classical Engel’s theorem and the extension of Ado-Iwasawa theorem for Bol Algebras. We study the category of representations of Bol algebras and show that it is a tensor category. In the case of regular representations of Bol algebras, we give a complete classification of them for all two-dimensional Bol algebras.
Merger J and Borzi A
This work deals with an extension of the Black-Scholes model for rating options with the Heston volatility model. A Lie-algebraic analysis of this equation is applied to reduce its order and compute some of its solutions. As a result of this method, a five-parameter family of solutions is obtained. Though, these solutions do not match the terminal and boundary conditions, they can be used for the validation of numerical schemes.