| 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 |
| 关键词 | Geometric average Asian options Optimal system Lie symmetry Symmetry reduction Closed form solution |
| ISSN号 | 0096-3003 |
| DOI | 10.1016/j.amc.2013.10.021 |
| URL标识 | 查看原文 |
| 收录类别 | SCIE ; EI |
| 语种 | 英语 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4117122 |
| 专题 | 武汉大学 |
| 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. |
| 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. |
| 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(2014). |
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