Optimal system of Lie group invariant solutions for the Asian option PDE (Q5199428): Difference between revisions

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+Q4349551
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
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+Differential equations and asymptotic solutions for arithmetic Asian options: ‘Black–Scholes formulae’ for Asian rate calls
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+SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS
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+Q3715336
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+LIE, a PC program for Lie analysis of differential equations
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+Review of symbolic software for Lie symmetry analysis
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+A comparative study of some computer algebra packages which determine the Lie point symmetries of differential equations
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+Subalgebras of real three- and four-dimensional Lie algebras
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+Q4357207
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+Preliminary group classification of equations <i>v</i>                   <i>t</i>                   <i>t</i>=<i>f</i> (<i>x</i>,<i>v</i>                   <i>x</i>)<i>v</i>                   <i>x</i>                   <i>x</i>+<i>g</i>(<i>x</i>,<i>v</i>                   <i>x</i>)
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+Lie symmetry analysis of differential equations in finance
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+Q2782240
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+PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS
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