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zbMath1234.35017MaRDI QIDQ3099131

Christodoulos Sophocleous, Peter G. L. Leach

Publication date: 1 December 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Cox-Ingersoll-Ross equation algebraic methods Heston problem

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Symmetries, invariants, etc. in context of PDEs (35B06)

Related Items (1)

Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition

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