Lie Symmetry Analysis for the Fractal Bond-Pricing Model of Mathematical Finance

The classical bond-pricing models, as important financial tools, show strong vitality in bond pricing. However, these models also expose their theoretical defects, which leads to inconsistencies with the actual observation results and usually causes the theoretical prices of bonds to be lower than t...

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Bibliographic Details
Main Authors: Chao Yue, Chuanhe Shen
Format: Article
Language:English
Published: Wiley 2024-01-01
Series:Journal of Mathematics
Online Access:http://dx.doi.org/10.1155/2024/9926131
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