arXiv (All)
open access
Symmetries and exact solutions of stochastic differential equations: the CIR model
It is well known that in the celebrated Cox-Ingersoll-Ross process for interest rates there exists a critical relation among the model parameters. In the present work, we explain this critical relation by studying the symmetries of the stochastic differential equation and compute the solution of the
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Specification Analysis of Affine Term Structure Models#942516
- Global Structure and Symmetries of the Standard Model#279806
- Réflexions sur l'utilisation des modèles continus non linéaires pour la prise en compte de la fissuration des structures en béton : Notes techniques#208709
- Effets des symétries et des classes d'universalité dans un modèle de rotateur frappé quantique avec couplage spin-orbite#124246
- Equilibrium exchange rate theories under flexible exchange rate regimes#1275298
Record · ID 1491924
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive