Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796): Difference between revisions

@@ Property / DOI @@
-.1016/j.amc.2013.10.021
@@ Property / DOI: 10.1016/j.amc.2013.10.021 / rank @@
-Normal rank
@@ Property / cites work @@
+CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS
+Normal rank
@@ Property / cites work @@
+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
+Normal rank
@@ Property / cites work @@
+Mathematical models of financial derivatives
@@ Property / cites work: Mathematical models of financial derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
@@ Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+A numerical method for European option pricing with transaction costs nonlinear equation
+Normal rank
@@ Property / cites work @@
+A Laplace transform finite difference method for the Black-Scholes equation
+Normal rank
@@ Property / cites work @@
+Numerical treatment of stochastic models used in statistical systems and financial markets
+Normal rank
@@ Property / cites work @@
+Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach
+Normal rank
@@ Property / cites work @@
+EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES
+Normal rank
@@ Property / cites work @@
+Symmetry Breaking for Black–Scholes Equations
@@ Property / cites work: Symmetry Breaking for Black–Scholes Equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q3715336
@@ Property / cites work: Q3715336 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on optimal systems for the heat equation
@@ Property / cites work: A note on optimal systems for the heat equation / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal systems and group classification of \((1+2)\)-dimensional heat equation
+Normal rank
@@ Property / cites work @@
+Study of the risk-adjusted pricing methodology model with methods of geometrical analysis
+Normal rank
@@ Property / cites work @@
+Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions
+Normal rank
@@ Property / DOI @@
+.1016/J.AMC.2013.10.021
@@ Property / DOI: 10.1016/J.AMC.2013.10.021 / rank @@
+Normal rank