Zero-coupon bond prices in the Vasicek and CIR models: Their computation as group-invariant solutions-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Zero-coupon bond prices in the Vasicek and CIR models: Their computation as group-invariant solutions

Published:2008 Issue:6 Volume:31 Page:665-678
ISSN:0170-4214
Container-title:Mathematical Methods in the Applied Sciences
language:en
Short-container-title:Math. Meth. Appl. Sci.

Author:

Sinkala W.,Leach P. G. L.,O'Hara J. G.

Publisher

Wiley

Subject

General Engineering,General Mathematics

Reference27 articles.

1. An equilibrium characterization of the term structure

2. An Intertemporal General Equilibrium Model of Asset Prices

3. Mathematical Models of Financial Derivatives. Springer: Singapore, 1998.

4. , . The Mathematics of Financial Derivatives: A Student Introduction. Cambridge University Press: New York, 1995.

5. Options, Futures, and Other Derivatives. Prentice-Hall: London, 1989.

Cited by 21 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Robo-Sukuk pricing for Chinese equities;Borsa Istanbul Review;2022-09

2. Option pricing: the reduced-form SDE model;Journal of Difference Equations and Applications;2022-03-28

3. APPROXIMATE SERIES SOLUTIONS OF A ONE-FACTOR TERM STRUCTURE MODEL FOR BOND PRICING;Annals of Financial Economics;2021-12

4. On the Resolution of a Remarkable Bond Pricing Model from Financial Mathematics: Application of the Deductive Group Theoretical Technique;Mathematical Problems in Engineering;2021-06-14

5. Symmetry Analysis of an Interest Rate Derivatives PDE Model in Financial Mathematics;Symmetry;2019-08-16

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP