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Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options
Wang, Zhiguo, Wang, Luping, Wang, Deng-Shan, Jin, YanVolume:
226
Language:
english
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2013.10.021
Date:
January, 2014
File:
PDF, 344 KB
english, 2014