Work

Solving the Asian Option Pde Using Lie Symmetry Methods

Year: 2010

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s0219024910006194

Authors: NICOLETTE C. CAISTER, JOHN G. O'HARA, KESHLAN S. GOVINDER

Institutions: University of KwaZulu-Natal, University of Essex

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2071622659

FWCI: 2.965

Cites: 25

Cited by: 19

Related to: 10