On the resolution of a remarkable bond pricing model from financial mathematics: application of the deductive group theoretical technique

DOI10.1155/2021/9974073zbMATH Open1512.91136MaRDI QIDQ6484065FDOQ6484065

Authors: Taha Aziz 

Publication date: 24 January 2022

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

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Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Geometric theory, characteristics, transformations in context of PDEs (35A30)

Cited In (2)

• An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation
• A terminal condition in linear bond-pricing under symmetry invariance

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