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Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options
Wang, Zhiguo; Wang, Luping; Wang, Deng-Shan; Jin, Yan
刊名APPLIED MATHEMATICS AND COMPUTATION
2014
卷号226期号:[db:dc_citation_issue]页码:598-605
关键词Optimal system Lie symmetry Symmetry reduction Geometric average Asian options Closed form solution
ISSN号0096-3003
DOI[db:dc_identifier_doi]
URL标识查看原文
WOS记录号[DB:DC_IDENTIFIER_WOSID]
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/3304432
专题西安交通大学
推荐引用方式
GB/T 7714
Wang, Zhiguo,Wang, Luping,Wang, Deng-Shan,et al. Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options[J]. APPLIED MATHEMATICS AND COMPUTATION,2014,226([db:dc_citation_issue]):598-605.
APA Wang, Zhiguo,Wang, Luping,Wang, Deng-Shan,&Jin, Yan.(2014).Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options.APPLIED MATHEMATICS AND COMPUTATION,226([db:dc_citation_issue]),598-605.
MLA Wang, Zhiguo,et al."Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options".APPLIED MATHEMATICS AND COMPUTATION 226.[db:dc_citation_issue](2014):598-605.
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