N. C. Caister

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal system of Lie group invariant solutions for the Asian option PDE
Mathematical Methods in the Applied Sciences
2011-08-16Paper
Solving a nonlinear PDE that prices real options using utility based pricing methods
Nonlinear Analysis. Real World Applications
2011-06-24Paper
SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS
International Journal of Theoretical and Applied Finance
2011-01-20Paper
Symmetries, integrals and solutions of ordinary differential equations of maximal symmetry
Proceedings of the Indian Academy of Sciences. Mathematical Sciences
2010-05-03Paper


Research outcomes over time


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