Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure (Q718284)
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scientific article; zbMATH DE number 5950100
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| English | Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure |
scientific article; zbMATH DE number 5950100 |
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Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure (English)
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23 September 2011
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Lie group analysis
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partial differential equation
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zero-coupon bond
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interest rate models
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financial mathematics
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0.8108752369880676
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0.8024253845214844
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0.8006992936134338
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0.7726202011108398
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0.7685891389846802
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