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

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 -