On the usage of the Lie group symmetries for term structure models with nonlinear drift and squared volatility functions (Q4625149)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7027021
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the usage of the Lie group symmetries for term structure models with nonlinear drift and squared volatility functions |
scientific article; zbMATH DE number 7027021 |
Statements
20 February 2019
0 references
Lie group symmetries
0 references
infinitesimal generator
0 references
interest rates
0 references
yield curve
0 references
forward rate
0 references
zero-coupon bonds
0 references
0.8108752369880676
0 references
0.7981986999511719
0 references
0.7969359755516052
0 references
0.7866436243057251
0 references
0.7865267992019653
0 references
