Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure-Reference-Cited by-同舟云学术

Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure

Published:2011-01 Issue:1 Volume:16 Page:56-62
ISSN:1007-5704
Container-title:Communications in Nonlinear Science and Numerical Simulation
language:en
Short-container-title:Communications in Nonlinear Science and Numerical Simulation

Author:

Sinkala W.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Numerical Analysis

Reference32 articles.

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