---
title: Symmetry classification and invariant solutions of the classical geometric mean reversion process
url: https://www.ml-quant.com/papers/doi/10-3934-dcdss-2024202/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: doi:10.3934/dcdss.2024202
source_url: http://dx.doi.org/10.3934/dcdss.2024202
featured: 2025-04-23
citations: 0
topic: Macro-Finance & Rates
---


# Symmetry classification and invariant solutions of the classical geometric mean reversion process

The Lie symmetry method is applied to a Feynman-Kac formula for a more accurate assumption of short-term interest rate dynamics than the geometric Brownian motion.

- Source: http://dx.doi.org/10.3934/dcdss.2024202
- Identifier: doi:10.3934/dcdss.2024202
- Released: 2025-04-17
- First featured: Quant Letter No. 94 (2025-04-23): https://www.ml-quant.com/issues/2025-04-23/
- Citations (Semantic Scholar): 0
- Published in: Discrete and Continuous Dynamical Systems - S
- Topic: Macro-Finance & Rates

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