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Items where Author is "Govinder, KS"

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Number of items: 4.

Article

Okelola, MO and Govinder, KS and O'Hara, JG (2015) 'Solving a partial differential equation associated with the pricing of power options with time-dependent parameters.' Mathematical Methods in the Applied Sciences, 38 (14). 2901 - 2910. ISSN 0170-4214

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). 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). 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 (8). 1265 - 1277. ISSN 0219-0249

This list was generated on Tue Nov 12 10:45:36 2019 GMT.