Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance (Q2149673)
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scientific article; zbMATH DE number 7550329
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| English | Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance |
scientific article; zbMATH DE number 7550329 |
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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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0.8464675545692444
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0.8304981589317322
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0.8304548263549805
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0.8263629674911499
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0.8169825673103333
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