Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / zbMATH DE Number: 6678375 / rank | |||
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geometric average Asian options | |||
| Property / zbMATH Keywords: geometric average Asian options / rank | |||
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optimal system | |||
| Property / zbMATH Keywords: optimal system / rank | |||
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Lie symmetry | |||
| Property / zbMATH Keywords: Lie symmetry / rank | |||
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symmetry reduction | |||
| Property / zbMATH Keywords: symmetry reduction / rank | |||
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closed form solution | |||
| Property / zbMATH Keywords: closed form solution / rank | |||
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Revision as of 01:31, 1 July 2023
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 |
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Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (English)
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26 January 2017
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geometric average Asian options
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optimal system
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Lie symmetry
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symmetry reduction
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closed form solution
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