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An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation.
Winter Sinkala
Peter G. L. Leach
John G. O'Hara
Published in:
Appl. Math. Comput. (2008)
Keyphrases
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optimal solution
optimal or near optimal
neural network
regression analysis
multi objective
dynamic programming
regression model
pareto optimal
closed form solutions
group members
moment invariants
numerical solution
boundary value problem