Invariance properties of a general bond-pricing equation (Q925045)
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scientific article; zbMATH DE number 5280779
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariance properties of a general bond-pricing equation |
scientific article; zbMATH DE number 5280779 |
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Invariance properties of a general bond-pricing equation (English)
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29 May 2008
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Lie symmetry analysis
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group classification
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zero-coupon bond
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invariant solution
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interest rate model
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partial differential equation
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0.8674447
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0.8645998
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0.8637556
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0.8601511
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0.8432307
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0.84238404
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