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

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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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    title
    Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance (English)
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    author
    Tanki Motsepa
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    published in
    Physica A
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    publication date
    29 June 2022
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    zbMATH Keywords
    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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    cites work
    Q4357207
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    Q3104029
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    Q4273954
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    Q3331506
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    Identifiers

    zbMATH DE Number
    7550329
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    Wikidata QID
    Q115341751
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    OpenAlex ID
    W2795552791
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