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

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

Work

Year: 2008

Type: article

Source: Applied Mathematics and Computation

Authors Winter Sinkala, P. G. L. Leach, John G. O’Hara

Institutions Walter Sisulu University, University of KwaZulu-Natal

Cites: 23

Cited by: 27

Related to: 10

FWCI: 2.863

Citation percentile (by year/subfield): 91.36

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed