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"Optimal system, symmetry reductions and new closed form solutions for the ..."

Zhiguo Wang et al. (2014)

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DOI: 10.1016/J.AMC.2013.10.021

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - https://dblp.org/rec/journals/amc/WangWWJ14
Zhiguo Wang, Luping Wang, Deng-Shan Wang, Yan Jin:
Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options. Appl. Math. Comput. 226: 598-605 (2014)

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