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Items where Author is "Caister, NC"

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Caister, NC and Govinder, KS and O’Hara, JG (2011) 'Solving a nonlinear pde that prices real options using utility based pricing methods.' Nonlinear Analysis: Real World Applications, 12 (4). pp. 2408-2415. ISSN 1468-1218

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). pp. 1353-1365. ISSN 0170-4214

Caister, NC and O'Hara, JG and Govinder, KS (2010) 'Solving the Asian Option PDE Using LIE Symmetry Methods.' International Journal of Theoretical and Applied Finance, 13 (08). pp. 1265-1277. ISSN 0219-0249

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