✦ LIBER ✦
Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure
✍ Scribed by W. Sinkala
- Book ID
- 104012712
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 218 KB
- Volume
- 16
- Category
- Article
- ISSN
- 1007-5704
No coin nor oath required. For personal study only.
✦ Synopsis
a b s t r a c t Two approaches based on Lie group analysis are employed to obtain the closed-form solution of a partial differential equation derived by Francis A.