An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation (Q945217): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation |
scientific article |
Statements
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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