Invariance properties of a general bond-pricing equation
نویسندگان
چکیده
منابع مشابه
Tractable forms of the bond pricing equation
K e y w o r d s B o n d pricing equation, Short-rate, Canonical form.
متن کاملRandom approximation of a general symmetric equation
In this paper, we prove the Hyers-Ulam stability of the symmetric functionalequation $f(ph_1(x,y))=ph_2(f(x), f(y))$ in random normed spaces. As a consequence, weobtain some random stability results in the sense of Hyers-Ulam-Rassias.
متن کاملSome properties of a general integral operator
In this paper, we consider a general integral operator $G_n(z).$ The main object of the present paper is to study some properties of this integral operator on the classes $mathcal{S}^{*}(alpha),$ $mathcal{K}(alpha),$ $mathcal{M}(beta),$ $mathcal{N}(beta)$ and $mathcal{KD}(mu,beta).$
متن کاملFinite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing
In this paper we solve numerically a degenerate parabolic equation with dynamical boundary conditions of zero-coupon bond pricing. First, we discuss some properties of the differential equation. Then, starting from the divergent form of the equationwe implement the finite volume method of Wang (2004) [6] to discretize the differential problem. We show that the system matrix of the discretizatio...
متن کاملInvariance of the Schrödinger Equation
We study a model for quantum gravity on a circle in which the notion of a classical metric tensor is replaced by a quantum metric with an inhomogeneous transformation law under diffeomorphisms. This transformation law corresponds to the co–adjoint action of the Virasoro algebra, and resembles that of the connection in Yang–Mills theory. The transformation property is motivated by the diffeomorp...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Differential Equations
سال: 2008
ISSN: 0022-0396
DOI: 10.1016/j.jde.2008.02.044