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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