Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796)
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scientific article; zbMATH DE number 6678375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options |
scientific article; zbMATH DE number 6678375 |
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Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (English)
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26 January 2017
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geometric average Asian options
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optimal system
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Lie symmetry
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symmetry reduction
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closed form solution
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