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Chen, Yiling; Sheffet, Or; Vadhan, Salil Privacy games. (English) Zbl 1404.91001 Liu, Tie-Yan (ed.) et al., Web and internet economics. 10th international conference, WINE 2014, Beijing, China, December 14–17, 2014. Proceedings. Cham: Springer (ISBN 978-3-319-13128-3/pbk). Lecture Notes in Computer Science 8877, 371-385 (2014). MSC: 91A05 91B26 PDF BibTeX XML Cite \textit{Y. Chen} et al., Lect. Notes Comput. Sci. 8877, 371--385 (2014; Zbl 1404.91001) Full Text: DOI
Chawla, Man M. Boundary conditions for the solution of bond pricing equation by finite differences. (English) Zbl 1258.91218 Int. J. Appl. Math. 25, No. 1, 59-81 (2012). MSC: 91G60 91B25 35Q91 65M06 PDF BibTeX XML Cite \textit{M. M. Chawla}, Int. J. Appl. Math. 25, No. 1, 59--81 (2012; Zbl 1258.91218)
Privault, Nicolas An elementary introduction to stochastic interest rate modeling. 2nd ed. (English) Zbl 1248.91002 Advanced Series on Statistical Science & Applied Probability 16. Hackensack, NJ: World Scientific (ISBN 978-981-4390-85-9/hbk; 978-981-4390-86-6/ebook). xiii, 228 p. (2012). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91-01 91B24 91G30 60H05 60H30 PDF BibTeX XML Cite \textit{N. Privault}, An elementary introduction to stochastic interest rate modeling. 2nd ed. Hackensack, NJ: World Scientific (2012; Zbl 1248.91002) Full Text: Link
Sinkala, W. Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure. (English) Zbl 1221.35418 Commun. Nonlinear Sci. Numer. Simul. 16, No. 1, 56-62 (2011). MSC: 35Q91 35A30 91G80 PDF BibTeX XML Cite \textit{W. Sinkala}, Commun. Nonlinear Sci. Numer. Simul. 16, No. 1, 56--62 (2011; Zbl 1221.35418) Full Text: DOI
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Zhang, Ying; Gao, Wen An optimal system and group-invariant solutions of the zero-coupon bond pricing models. (English) Zbl 1212.35482 Basic Sci. J. Text. Univ. 22, No. 1, 8-14 (2009). MSC: 35Q91 91G80 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{W. Gao}, Basic Sci. J. Text. Univ. 22, No. 1, 8--14 (2009; Zbl 1212.35482)
Sinkala, W.; Leach, P. G. L.; O’Hara, J. G. Zero-coupon bond prices in the Vasicek and CIR models: their computation as group-invariant solutions. (English) Zbl 1132.91438 Math. Methods Appl. Sci. 31, No. 6, 665-678 (2008). MSC: 91G30 22E70 35C05 35K15 35Q91 PDF BibTeX XML Cite \textit{W. Sinkala} et al., Math. Methods Appl. Sci. 31, No. 6, 665--678 (2008; Zbl 1132.91438) Full Text: DOI