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SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS

CAISTER, NICOLETTEC and O'HARA, JOHNG and GOVINDER, KESHLANS (2010) 'SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS.' International Journal of Theoretical and Applied Finance, 13 (08). 1265 - 1277. ISSN 0219-0249

Full text not available from this repository.
Item Type: Article
Subjects: H Social Sciences > HG Finance
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 15:36
Last Modified: 17 Aug 2017 18:03
URI: http://repository.essex.ac.uk/id/eprint/5446

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