A NOVEL REDUCTION OF THE SIMPLE ASIAN OPTION AND LIE-GROUP INVARIANT SOLUTIONS (Q3400132): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Set OpenAlex properties.
 
(4 intermediate revisions by 4 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q115245797 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symmetry and integration methods for differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3149241 / rank
 
Normal rank
Property / cites work
 
Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: The value of an Asian option / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4942663 / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1142/s0219024909005634 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2022429107 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 10:35, 30 July 2024

scientific article
Language Label Description Also known as
English
A NOVEL REDUCTION OF THE SIMPLE ASIAN OPTION AND LIE-GROUP INVARIANT SOLUTIONS
scientific article

    Statements

    A NOVEL REDUCTION OF THE SIMPLE ASIAN OPTION AND LIE-GROUP INVARIANT SOLUTIONS (English)
    0 references
    5 February 2010
    0 references
    simple Asian option
    0 references
    symmetry analysis
    0 references
    Rogers-Shi-Večeř reduction
    0 references

    Identifiers