New solutions to the bond-pricing equation via Lie's classical method

By Joanna M. Goard. 2000

48 citations recorded by the source corpus.

Subfields: Finance, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/4fea100fb92a67371d6b7ba3c9411837e9586810

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1. Martino Grasselli

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Citations in the corpus

• THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL (2017, methodology): “The corresponding pricing formula was first computed by Goard (2000), using a Lie’s symmetries argument. the implied volatility surface, as previously illustrated.”