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

Author(s):  
W. Sinkala
2021 ◽  
Vol 160 ◽  
pp. 108366
Author(s):  
Patrick F. O’Rourke ◽  
Scott D. Ramsey ◽  
Brian A. Temple

Sign in / Sign up

Export Citation Format

Share Document