An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation (Q945217)
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scientific article; zbMATH DE number 5342802
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| English | An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation |
scientific article; zbMATH DE number 5342802 |
Statements
An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation (English)
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12 September 2008
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CIR
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Lie algebra
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interest rate derivatives
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optimal system
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partial differential equations
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0.8412588834762573
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0.8387929797172546
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0.8372549414634705
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0.8219224810600281
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