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

Applied Mathematics and Computation - Tập 201 - Trang 95-107 - 2008
W. Sinkala1, P.G.L. Leach2, J.G. O’Hara3
1Department of Mathematics and Applied Mathematics, Faculty of Science and Engineering, Walter Sisulu University, Private Bag X1, Mthatha 5117, South Africa
2School of Mathematical Sciences, Howard College, University of KwaZulu-Natal, Durban 4041, South Africa
3School of Statistics and Actuarial Science, Westville Campus, University of KwaZulu-Natal, Durban 4041, South Africa

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Applied Mathematics and Computation

Tập 201

95-107

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