An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation (Q945217): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:42, 5 March 2024
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)
0 references
12 September 2008
0 references
CIR
0 references
Lie algebra
0 references
interest rate derivatives
0 references
optimal system
0 references
partial differential equations
0 references
