An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation

Andrews, 1992 Bluman, 1989, Symmetries and differential equations, vol. 81 Cox, 1985, An intertemporal general equilibrium model of asset prices, Econometrica, 53, 363, 10.2307/1911241 Dresner, 1999 Gazizov, 1998, Lie symmetry analysis of differential equations in finance, Nonlin. Dyn., 17, 387, 10.1023/A:1008304132308 Head, 1993, LIE, a PC program for Lie analysis of differential equations, Comput. Phys. Commun., 71, 241, 10.1016/0010-4655(93)90007-Y Hereman, 1994, Review of symbolic software for the computation of Lie symmetries of differential equations, Euromath. Bull., 1, 45 Hereman, 1995, Symbolic software for Lie symmetry analysis, vol. 3 N.H. Ibragimov (Ed.), CRC Handbook of Lie Group Analysis of Differential Equations, CRC Press, Boca Raton, vol. 1, 1994; vol. 2, 1995; vol. 3, 1996. Kwok, 1998 Lo, 2002, Pricing multi-asset financial derivatives with time-dependent parameters – Lie algebraic approach, Int. J. Math. Math. Sci., 32, 401, 10.1155/S016117120211101X Maluleke, 2004, Optimal system and group invariant solutions for a nonlinear wave equation, Commun. Nonlin. Sci. Numer. Simulat., 9, 93, 10.1016/S1007-5704(03)00018-2 Musiela, 1997, Martingale methods in financial modelling, vol. 36 Olver, 1993, Applications of lie groups to differential equations, vol. 107 Ovsiannikov, 1982 Stephani, 1989 Wilmott, 1995 Wolfram, 1991