SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS (Q3067163)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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