Symmetry classification and invariant solutions of the classical geometric mean reversion process
The Lie symmetry method is applied to a Feynman-Kac formula for a more accurate assumption of short-term interest rate dynamics than the geometric Brownian motion.
Featured in No. 94 on 23 Apr 2025 · 6 days after release · 0 citations today · published in Discrete and Continuous Dynamical Systems - S
- Released
- 17 Apr 2025
- First featured
- No. 94 · 23 Apr 2025
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Discrete and Continuous Dynamical Systems - S
- Shares when featured
- 14
- Identifier
- doi:10.3934/dcdss.2024202
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).