Pages that link to "Item:Q5451427"
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The following pages link to Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions (Q5451427):
Displaying 19 items.
- Lie symmetry analysis of a first-order feedback model of option pricing (Q277917) (← links)
- A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond (Q411529) (← links)
- Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition (Q525145) (← links)
- Symmetry analysis of a model of stochastic volatility with time-dependent parameters (Q548314) (← 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)
- Algebraic solution of the Stein-Stein model for stochastic volatility (Q718482) (← links)
- Invariance properties of a general bond-pricing equation (Q925045) (← links)
- An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation (Q945217) (← links)
- A note on the integrability of the classical portfolio selection model (Q988735) (← links)
- Polynomial chaos expansion approach to interest rate models (Q1657904) (← links)
- Group classification of a general bond-option pricing equation of mathematical finance (Q1724784) (← links)
- Using Lie symmetry analysis to solve a problem that models mass transfer from a horizontal flat plate (Q1954553) (← links)
- Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance (Q2149673) (← links)
- Lie-algebraic approach for pricing zero-coupon bonds in single-factor interest rate models (Q2375471) (← links)
- An effective approximation for zero-coupon bonds and Arrow-Debreu prices in the Black-Karasinski model (Q2929374) (← links)
- Embedding the Vasicek model into the Cox-Ingersoll-Ross model (Q3067817) (← links)
- (Q4625149) (← links)
- Option pricing: the reduced-form SDE model (Q5072126) (← links)
- On the resolution of a remarkable bond pricing model from financial mathematics: application of the deductive group theoretical technique (Q6484065) (← links)
