Ahmet BAKKALOGLU, Taha AZİZ, F. M. MAHOMED

Invariant criteria for the zero-coupon bond pricing Vasicek and Cox-Ingersoll-Ross Models

Invariant criteria for the zero-coupon bond pricing Vasicek and Cox-Ingersoll-Ross Models

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2017-Cilt: 5 Sayı: 2

29-46

Vasicek and CIR models, invariant approach, Lie symmetry, fundamental solutions

74101

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