SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS (Q3067163)

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SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS
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    SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS (English)
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    20 January 2011
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    Asian option PDE
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    Lie symmetries
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    reductions
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    mappings
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    analytical solution
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    inverse Laplace transform
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