Burhaneddin IZGİ, Ahmet BAKKALOGLU

Fundamental solution of bond pricing in the Ho-Lee stochastic interest rate model under the invariant criteria

Fundamental solution of bond pricing in the Ho-Lee stochastic interest rate model under the invariant criteria

New Trends in Mathematical Sciences

2017-Cilt: 5 Sayı: 1

196-203

Ho-Lee stochastic interest rate model, heat equation, canonical Lie forms, Lie symmetry analysis, invariant criteria

8997

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