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Q5250200 - MaRDI portal

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scientific article; zbMATH DE number 6436484
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English
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scientific article; zbMATH DE number 6436484

    Statements

    publication date
    18 May 2015
    0 references
    zbMATH Keywords
    CEV process
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    CIR process
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    stochastic differential equations
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    diffusion processes
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    Lie symmetry groups
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    pricing equation
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    transition densities
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60J60
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    60H30
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    60H15
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    35Q91
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    17B99
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    22E99
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    91G80
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    zbMATH DE Number
    6436484
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