Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure
2011 ◽
Vol 16
(1)
◽
pp. 56-62
◽
Keyword(s):
2015 ◽
Vol 241
(1)
◽
pp. 109-121
◽
2018 ◽
Vol 9
(1)
◽
pp. 47-68
◽
Keyword(s):
2008 ◽
Vol 22
(9)
◽
pp. 1779-1784
◽
Keyword(s):
2013 ◽
Vol 15
(2)
◽
pp. 267-274
◽
Keyword(s):
2011 ◽
Vol 5
(1)
◽
pp. 20-31
◽
Keyword(s):
2013 ◽
Vol 54
(7)
◽
pp. 072901
◽
Keyword(s):