Embedding the Vasicek model into the Cox-Ingersoll-Ross model (Q3067817): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Embedding the Vasicek model into the Cox-Ingersoll-Ross model |
scientific article |
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Embedding the Vasicek model into the Cox-Ingersoll-Ross model (English)
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13 January 2011
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Lie symmetry analysis
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Vasicek model
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Cox-Ingersoll-Ross model
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zero-coupon bond
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interest rate model
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partial differential equation
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financial mathematics
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