Transforming arithmetic Asian option PDE to the parabolic equation with constant coefficients.

Elshegmani, Zieneb Ali; Ahmad, Rokiah Rozita; Jaaman, Saiful Hafiza; Zakaria, Roza Hazli

International Journal of Mathematics and Mathematical Sciences (2011)

  • Volume: 2011, page Article ID 401547, 6 p.-Article ID 401547, 6 p.
  • ISSN: 0161-1712

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Elshegmani, Zieneb Ali, et al. "Transforming arithmetic Asian option PDE to the parabolic equation with constant coefficients.." International Journal of Mathematics and Mathematical Sciences 2011 (2011): Article ID 401547, 6 p.-Article ID 401547, 6 p.. <http://eudml.org/doc/225474>.

@article{Elshegmani2011,
author = {Elshegmani, Zieneb Ali, Ahmad, Rokiah Rozita, Jaaman, Saiful Hafiza, Zakaria, Roza Hazli},
journal = {International Journal of Mathematics and Mathematical Sciences},
language = {eng},
pages = {Article ID 401547, 6 p.-Article ID 401547, 6 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Transforming arithmetic Asian option PDE to the parabolic equation with constant coefficients.},
url = {http://eudml.org/doc/225474},
volume = {2011},
year = {2011},
}

TY - JOUR
AU - Elshegmani, Zieneb Ali
AU - Ahmad, Rokiah Rozita
AU - Jaaman, Saiful Hafiza
AU - Zakaria, Roza Hazli
TI - Transforming arithmetic Asian option PDE to the parabolic equation with constant coefficients.
JO - International Journal of Mathematics and Mathematical Sciences
PY - 2011
PB - Hindawi Publishing Corporation, New York
VL - 2011
SP - Article ID 401547, 6 p.
EP - Article ID 401547, 6 p.
LA - eng
UR - http://eudml.org/doc/225474
ER -

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