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Fundamental Solutions for Zero-Coupon Bond Pricing Models

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References

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1987Arbitrage, Continuous Trading, and Margin Requirements50 cited
2000New solutions to the bond-pricing equation via Lie's classical method48 cited

Cited by

2007Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions31 cited
2016Invariant approach to optimal investment–consumption problem: the constant elasticity of variance (CEV) model15 cited

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