Invariance properties of a general bond-pricing equation
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Publication:925045
DOI10.1016/j.jde.2008.02.044zbMath1147.91017OpenAlexW2004253282MaRDI QIDQ925045
Publication date: 29 May 2008
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jde.2008.02.044
partial differential equationinterest rate modelgroup classificationLie symmetry analysisinvariant solutionzero-coupon bond
Microeconomic theory (price theory and economic markets) (91B24) Initial value problems for second-order parabolic equations (35K15) Geometric theory, characteristics, transformations in context of PDEs (35A30)
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Uses Software
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