Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options |
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
