Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance (Q2149673): Difference between revisions
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Revision as of 04:55, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance |
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Statements
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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