Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance (Q2149673): Difference between revisions

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Property / DOI: 10.1016/j.physa.2018.03.053 / rank
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Property / author: Chaudry Masood Khalique / rank
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Property / author: Chaudry Masood Khalique / rank
 
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Property / Wikidata QID: Q115341751 / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.physa.2018.03.053 / rank
 
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Property / OpenAlex ID: W2795552791 / rank
 
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Latest revision as of 06:23, 17 December 2024

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Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance
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    Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance (English)
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    29 June 2022
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    Vasicek pricing equation
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    Lie symmetry analysis
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    optimal system of one-dimensional subalgebras
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    group-invariant solutions
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    conservation laws
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