Concepedia
Journal of Differential Equations · 2008 · 41 citations · 16 references
Invariance PropertiesAsset PricingBusinessBond MarketStochastic Differential EquationFinance
16
Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables
D. B. Owen, Milton Abramowitz, Irene A. Stegun · Technometrics · 1965 · 16.3K citations
Analytic Combinatorics, Approximation Theory, Function Theory +1
An equilibrium characterization of the term structure
Oldrich A Vasicek · Journal of Financial Economics · 1977 · 6.2K citations
Equilibrium Characterization, Dynamic Equilibrium, General Equilibrium Theory +4
Applications of lie groups to differential equations
Acta Applicandae Mathematicae · 1990 · 6K citations
Lie Point Symmetry, Lie Groups, Lie Group +1
An Intertemporal General Equilibrium Model of Asset Prices
John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 2.1K citations
Dynamic Economic Model, Economics, Black-scholes Model +14
A nonlinear general equilibrium model of the term structure of interest rates
Francis A. Longstaff · Journal of Financial Economics · 1989 · 257 citations
Dynamic Economic Model, Economics, Term Structure Model +7