Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options
type: Item
instance of: scholarly article
title: Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options
zbMATH Open document ID: 1354.91155
author: Luping Wang
author: Deng-Shan Wang
author: Yan Jin
author: Zhiguo Wang
published in: Applied Mathematics and Computation
publication date: 2017-01-26T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6678375
zbMATH Keywords: geometric average Asian options
zbMATH Keywords: optimal system
zbMATH Keywords: Lie symmetry
zbMATH Keywords: symmetry reduction
zbMATH Keywords: closed form solution
MaRDI profile type: Publication
full work available at URL: j.amc.2013.10.021
OpenAlex ID: W2064127868
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DOI: 10.1016/J.AMC.2013.10.021
description: scientific article; zbMATH DE number 6678375