A NOVEL REDUCTION OF THE SIMPLE ASIAN OPTION AND LIE-GROUP INVARIANT SOLUTIONS (Q3400132): Difference between revisions
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| Property / cites work: Symmetry and integration methods for differential equations / rank | |||
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| Property / cites work: Q3149241 / rank | |||
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| Property / cites work: BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES / rank | |||
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| Property / cites work: The value of an Asian option / rank | |||
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Revision as of 10:19, 2 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)
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5 February 2010
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simple Asian option
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symmetry analysis
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Rogers-Shi-Večeř reduction
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