A terminal condition in linear bond-pricing under symmetry invariance (Q6059353)
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scientific article; zbMATH DE number 7759452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A terminal condition in linear bond-pricing under symmetry invariance |
scientific article; zbMATH DE number 7759452 |
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A terminal condition in linear bond-pricing under symmetry invariance (English)
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2 November 2023
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bond-pricing
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Lie symmetries
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heat equation
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boundary conditions
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