Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q627577 |
||
| Property / author | |||
| Property / author: Zhi Guo Wang / rank | |||
Revision as of 01:45, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options |
scientific article |
Statements
Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (English)
0 references
26 January 2017
0 references
geometric average Asian options
0 references
optimal system
0 references
Lie symmetry
0 references
symmetry reduction
0 references
closed form solution
0 references
