Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance
DOI10.1016/J.PHYSA.2018.03.053OpenAlexW2795552791WikidataQ115341751 ScholiaQ115341751MaRDI QIDQ2149673FDOQ2149673
Chaudry Masood Khalique, Tanki Motsepa
Publication date: 29 June 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2018.03.053
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Cited In (9)
- Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions
- Painlevé analysis, group invariant analysis, similarity reduction, exact solutions, and conservation laws of Mikhailov–Novikov–Wang equation
- The Lie symmetry approach on (1+2)-dimensional financial models
- Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition
- Interaction characteristics of the Riemann wave propagation in the (2+1)-dimensional generalized breaking soliton system
- Construction of abundant solutions of the \((2+1)\)-dimensional time-dependent Date-Jimbo-Kashiwara-Miwa equation
- Symmetry solutions and conservation laws of a (3+1)-dimensional generalized KP-Boussinesq equation in fluid mechanics
- Analytic solutions and conservation laws of a (2+1)-dimensional generalized Yu-Toda-Sasa-Fukuyama equation
- Potential systems of a Buckley-Leverett equation: Lie point symmetries and conservation laws
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