Open AccessSymmetry-based solutions of bond pricing classical Vasicek and Cox-Ingersoll-Ross models from financial mathematics
Author(s) -
Taha Aziz,
Chaudry Masood Khalique
Publication year - 2017
Publication title -
discrete and continuous dynamical systems - s
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.481
H-Index - 34
eISSN - 1937-1632
pISSN - 1937-1179
DOI - 10.3934/dcdss.2018037
Subject(s) - vasicek model , bond , cox–ingersoll–ross model , symmetry (geometry) , economics , mathematical economics , financial economics , actuarial science , mathematics , econometrics , finance , interest rate , geometry
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