INTERNACIONALNI UNIVERZITET TRAVNIK U TRAVNIKU
SAOBRAĆAJNI FAKULTET TRAVNIK U TRAVNIKU
EKOLOŠKI FAKULTET TRAVNIK U TRAVNIKU
FAKULTET INFORMACIONIH TEHNOLOGIJA TRAVNIK U TRAVNIKU
FAKULTET POLITEHNIČKIH NAUKA TRAVNIK U TRAVNIKU
u saradnji sa
FAKULTETA ZA LOGISTIKO UNIVERZA V MARIBORU, SLOVENIJA
organizuju
33. MEĐUNARODNU KONFERENCIJU
"IZAZOVI NOVIH TEHNOLOGIJA U FUNKCIJI MOBILNOSTI I ODRŽIVOG RAZVOJA"
15. - 16. maj 2026. godine
Fakultet računarskih Nauka-PIM Istočno Sarajevo Bosnia and Herzegovina
Fakultet računarskih Nauka-PIM Istočno Sarajevo Bosnia and Herzegovina
Fakultet računarskih Nauka-PIM Istočno Sarajevo Bosnia and Herzegovina
We determine the solutions of the nonlinear Hamilton-Jacobi-Bellman equation that arises in the mean-variance hedging modeling under the condition of the terminal condition. First, we establish those forms of the equation that allow the maximum number of symmetries of the Lie point, and then we examine each one in turn. We show that Lie's method is suitable only for the maximal symmetry equation. We point out the applicability of the method to cases in which the parametric function also depends on time.
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