Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure (Q718284)
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scientific article; zbMATH DE number 5950100
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure |
scientific article; zbMATH DE number 5950100 |
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Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure (English)
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23 September 2011
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Lie group analysis
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partial differential equation
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zero-coupon bond
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interest rate models
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financial mathematics
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