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Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance - MaRDI portal

Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance (Q2149673)

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Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance
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    Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance (English)
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    29 June 2022
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    Vasicek pricing equation
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    Lie symmetry analysis
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    optimal system of one-dimensional subalgebras
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    group-invariant solutions
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    conservation laws
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