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Solving the Asian Option PDE Using LIE Symmetry Methods

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. DOI https://doi.org/10.1142/s0219024910006194



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Full text not available from this repository. https://doi.org/10.1142/s0219024910006194

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