Embedding the Vasicek model into the Cox-Ingersoll-Ross model (Q3067817): Difference between revisions

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+New solutions to the bond-pricing equation via Lie's classical method
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+Fundamental solutions for zero-coupon bond pricing models
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+Complete Invariant Characterization of Scalar Linear (1+1) Parabolic Equations
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+An Intertemporal General Equilibrium Model of Asset Prices
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+An equilibrium characterization of the term structure
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+The Mathematics of Financial Derivatives
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+Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions
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+LIE, a PC program for Lie analysis of differential equations
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+DIMSYM and LIE: Symmetry determination packages
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+Symmetry-based solution of a model for a combination of a risky investment and a riskless investment
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+Invariance properties of a general bond-pricing equation
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+An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation
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