INTERNACIONALNI UNIVERZITET TRAVNIK U TRAVNIKU
EKONOMSKI FAKULTET TRAVNIK U TRAVNIKU
PRAVNI FAKULTET TRAVNIK U TRAVNIKU
FAKULTET ZA MEDIJE I KOMUNIKACIJE TRAVNIK U TRAVNIKU
u saradnji sa
MIT UNIVERZITET SKOPLJE, SJEVERNA MAKEDONIJA
VEVU, VELEUČILIŠTE LAVOSLAV RUZIČKA U VUKOVARU, HRVATSKA
VELEUČILIŠTE VIMAL, SISAK, HRVATSKA
CKKPI, TRAVNIK, BOSNA I HERCEGOVINA
organizuju
31. MEĐUNARODNU KONFERENCIJU
EKONOMSKE, PRAVNE I MEDIJSKE INTEGRACIJE BOSNE I HERCEGOVINE I ZEMALJA ZAPADNOG
BALKANA KAO KLJUČNI POKRETAČ EUROPSKIH VRIJEDNOSTI
12. – 13. decembar 2025. 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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