A NOVEL REDUCTION OF THE SIMPLE ASIAN OPTION AND LIE-GROUP INVARIANT SOLUTIONS
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Publication:3400132
DOI10.1142/S0219024909005634zbMath1183.91182WikidataQ115245797 ScholiaQ115245797MaRDI QIDQ3400132
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Publication date: 5 February 2010
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024909005634
91G80: Financial applications of other theories
91G20: Derivative securities (option pricing, hedging, etc.)
35A30: Geometric theory, characteristics, transformations in context of PDEs
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