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Items where Author is "Sinkala, W"

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Number of items: 4.

Article

Sinkala, W and Leach, PGL and O'Hara, JG (2011) 'Embedding the Vasicek model into the Cox-Ingersoll-Ross model.' Mathematical Methods in the Applied Sciences, 34 (2). 152 - 159. ISSN 0170-4214

Sinkala, W and Leach, PGL and O'Hara, JG (2008) 'An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation.' Applied Mathematics and Computation, 201 (1-2). 95 - 107. ISSN 0096-3003

Sinkala, W and Leach, PGL and O'Hara, JG (2008) 'Invariance properties of a general bond-pricing equation.' Journal of Differential Equations, 244 (11). 2820 - 2835. ISSN 0022-0396

Sinkala, W and Leach, PGL and O'Hara, JG (2008) 'Zero-coupon bond prices in the Vasicek and CIR models: Their computation as group-invariant solutions.' Mathematical Methods in the Applied Sciences, 31 (6). 665 - 678. ISSN 0170-4214

This list was generated on Tue Aug 11 00:55:40 2020 BST.