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Symmetry analysis of a model of stochastic volatility with time-dependent parameters

Sophocleous, C and O’Hara, JG and Leach, PGL (2011) Symmetry analysis of a model of stochastic volatility with time-dependent parameters. Journal of Computational and Applied Mathematics, 235 (14). pp. 4158-4164. DOI https://doi.org/10.1016/j.cam.2011.03.009



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Full text not available from this repository. http://dx.doi.org/10.1016/j.cam.2011.03.009

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