Lie symmetry approach to the CEV model (Q5250200)
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scientific article; zbMATH DE number 6436484
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lie symmetry approach to the CEV model |
scientific article; zbMATH DE number 6436484 |
Statements
18 May 2015
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CEV process
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CIR process
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stochastic differential equations
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diffusion processes
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Lie symmetry groups
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pricing equation
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transition densities
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0.7953317761421204
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0.7930026054382324
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0.7908258438110352
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0.7845566868782043
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