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Invariant hermitian lattices in the steinberg module and their isometry groups

✍ Scribed by Abdukhalikov, K.S.


Book ID
126731734
Publisher
Taylor and Francis Group
Year
1997
Tongue
English
Weight
660 KB
Volume
25
Category
Article
ISSN
0092-7872

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Zero-coupon bond prices in the Vasicek a
✍ W. Sinkala; P. G. L. Leach; J. G. O'Hara 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 127 KB

## Abstract We compute prices of zero‐coupon bonds in the Vasicek and Cox–Ingersoll–Ross interest rate models as group‐invariant solutions. Firstly, we determine the symmetries of the valuation partial differential equation that are compatible with the terminal condition and then seek the desired s