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Optimal system of Lie group invariant solutions for the Asian option PDE

Caister, NC and Govinder, KS and O'Hara, JG (2011) 'Optimal system of Lie group invariant solutions for the Asian option PDE.' Mathematical Methods in the Applied Sciences, 34 (11). 1353 - 1365. ISSN 0170-4214

Full text not available from this repository.
Item Type: Article
Subjects: H Social Sciences > HG Finance
Q Science > QA Mathematics
Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Divisions: Faculty of Science and Health > Computer Science and Electronic Engineering, School of
Depositing User: Jim Jamieson
Date Deposited: 01 Feb 2013 15:13
Last Modified: 17 Aug 2017 18:03
URI: http://repository.essex.ac.uk/id/eprint/5439

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