On Valuation of Derivative Securities: A Lie Group Analytical Approach
نویسندگان
چکیده
منابع مشابه
A numerical analysis of variational valuation techniques for derivative securities
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ژورنال
عنوان ژورنال: Applications of Mathematics
سال: 2006
ISSN: 0862-7940,1572-9109
DOI: 10.1007/s10492-006-0004-z