Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796)
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scientific article; zbMATH DE number 6678375
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| English | Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options |
scientific article; zbMATH DE number 6678375 |
Statements
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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0.9075741171836852
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0.8852894902229309
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0.8736597299575806
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0.8725947737693787
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0.8715628981590271
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