SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS

International Journal of Theoretical and Applied Finance 2010 / 12 Vol. 13; Iss. 8

SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS

CAISTER, NICOLETTE C., O'HARA, JOHN G., GOVINDER, KESHLAN S.
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Volume:
13
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024910006194
Date:
December, 2010
File:
PDF, 223 KB
english, 2010
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