Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Barrier Option Pricing   We use Lie symmetry methods to price certain types of barrier options.
Usually Lie symmetry methods cannot be used to solve the Black-Scholes equation
for options because the function defining the maturity condition for an option
is not smooth. However, for barrier options, this restriction can be
accommodated and a symmetry analysis utilised to find new solutions.

37
The categories of this paper are: supr-con
14
The categories of this paper are: math-ph
12
The categories of this paper are: nucl-th
13
The categories of this paper are: quant-ph
29
The categories of this paper are: funct-an
15
The categories of this paper are: nucl-ex
16
The categories of this paper are: stat
10
The categories of this paper are: q-bio
32
The categories of this paper are: atom-ph
5
The categories of this paper are: gr-qc
33
The categories of this paper are: plasm-ph
11
The categories of this paper are: hep-lat
23
The categories of this paper are: solv-int
1
The categories of this paper are: cs
19
The categories of this paper are: eess
31
The categories of this paper are: ao-sci