Stochastic Black Derman Toy Interest Rate Model and Its Analytical Solution via Lie Symmetry Analysis

İZGİ B., BAKKALOĞLU A.

International Conference on Advances in Natural and Applied Sciences, Antalya, Turkey, 18 - 21 April 2017

  • Publication Type: Conference Paper / Summary Text
  • City: Antalya
  • Country: Turkey
  • Istanbul Technical University Affiliated: Yes