Items where Author is "Govinder, KS"

Rukanda, GS and Govinder, KS and O'Hara, John (2022) Option pricing: the reduced-form SDE model. Journal of Difference Equations and Applications, 28 (4). pp. 590-604. DOI https://doi.org/10.1080/10236198.2022.2055472

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). pp. 2901-2910. DOI https://doi.org/10.1002/mma.3249

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. DOI https://doi.org/10.1016/j.nonrwa.2011.02.015

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. DOI https://doi.org/10.1002/mma.1444

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