Solving the Asian option PDE using Lie symmetry methods
Year of publication: |
2010
|
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Authors: | Caister, Nicolette C. ; O'Hara, John G. ; Govinder, Keshlan S. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 8, p. 1265-1277
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Analysis | Mathematical analysis | Theorie | Theory |
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