An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation (Q945217)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation |
scientific article; zbMATH DE number 5342802
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation |
scientific article; zbMATH DE number 5342802 |
Statements
An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation (English)
0 references
12 September 2008
0 references
CIR
0 references
Lie algebra
0 references
interest rate derivatives
0 references
optimal system
0 references
partial differential equations
0 references
0 references
0 references
