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Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance
Khalique, Chaudry Masood, Motsepa, TankiLanguage:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2018.03.053
Date:
April, 2018
File:
PDF, 699 KB
english, 2018