TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING (Q2867720)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING |
scientific article |
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TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING (English)
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20 December 2013
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CIR process
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stochastic differential equations
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Lie symmetry groups
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diffusion processes
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transition densities
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