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
New Trends in Mathematical Sciences
2017-Cilt: 5 Sayı: 2
29-46
Vasicek and CIR models,
invariant approach,
Lie symmetry,
fundamental solutions
115
168