Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance (Q2149673)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance |
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 |
scientific article |
Statements
Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance (English)
0 references
29 June 2022
0 references
Vasicek pricing equation
0 references
Lie symmetry analysis
0 references
optimal system of one-dimensional subalgebras
0 references
group-invariant solutions
0 references
conservation laws
0 references
