Using ad-hoc techniques and symmetry methods to find solutions to partial differential equations. Mathematics of financial derivatives and studies the relationship between stochastic differential equations for underlying variables such as interest rates and stocks and the partial differential equations governing prices of financial derivatives such as bonds and options.
Future Research Topics:
Pricing electricity derivatives via time-dependent utility functions
Performance of a MRJ stochastic model in modelling electricity prices
Finding invariant solutions beyond symmetries to initial value problems