Pages that link to "Item:Q1585830"

The following pages link to New solutions to the bond-pricing equation via Lie's classical method (Q1585830):

Displaying 18 items.

• Ibragimov-type invariants for a system of two linear parabolic equations (Q446061) (← links)
• Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure (Q718284) (← links)
• Invariance properties of a general bond-pricing equation (Q925045) (← links)
• Group classification of a general bond-option pricing equation of mathematical finance (Q1724784) (← links)
• Tractable forms of the bond pricing equation (Q1764962) (← links)
• Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility (Q2027122) (← links)
• Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance (Q2149673) (← links)
• Lie symmetry methods for local volatility models (Q2175338) (← links)
• Lie-algebraic approach for pricing zero-coupon bonds in single-factor interest rate models (Q2375471) (← links)
• Closed-form formulae for European options under three-factor models (Q2660490) (← links)
• Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model (Q2977927) (← links)
• Embedding the Vasicek model into the Cox-Ingersoll-Ross model (Q3067817) (← links)
• Generalized uncorrelated SABR models with a high degree of symmetry (Q3577153) (← links)
• Using Utility Functions to Model Risky Bonds (Q5310698) (← links)
• Complete Invariant Characterization of Scalar Linear (1+1) Parabolic Equations (Q5346960) (← links)
• A terminal condition in linear bond-pricing under symmetry invariance (Q6059353) (← links)
• Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility (Q6174295) (← links)
• Analyzing short-rate models for efficient bond option pricing: a review (Q6620762) (← links)