Invariance properties of a general bond-pricing equation
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Publication:925045
DOI10.1016/j.jde.2008.02.044zbMath1147.91017MaRDI QIDQ925045
Publication date: 29 May 2008
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jde.2008.02.044
partial differential equation; interest rate model; group classification; Lie symmetry analysis; invariant solution; zero-coupon bond
91B24: Microeconomic theory (price theory and economic markets)
35K15: Initial value problems for second-order parabolic equations
35A30: Geometric theory, characteristics, transformations in context of PDEs
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Cites Work
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