"Symmetry analysis of a model of stochastic volatility with time-dependent ..."

Christodoulos Sophocleous, John G. O'Hara, Peter G. L. Leach (2011)

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DOI: 10.1016/J.CAM.2011.03.009

access: open

type: Journal Article

metadata version: 2022-01-03

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Christodoulos Sophocleous, John G. O'Hara, Peter G. L. Leach:
Symmetry analysis of a model of stochastic volatility with time-dependent parameters. J. Comput. Appl. Math. 235(14): 4158-4164 (2011)

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