An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation (Q945217): Difference between revisions

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Revision as of 02:14, 20 March 2024

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An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation
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    An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation (English)
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    12 September 2008
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    CIR
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    Lie algebra
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    interest rate derivatives
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    optimal system
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    partial differential equations
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