Pricing multi-asset financial derivatives with time-dependent parameters -- Lie algebraic approach.
International Journal of Mathematics and Mathematical Sciences (2002)
- Volume: 32, Issue: 7, page 401-410
- ISSN: 0161-1712
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topLo, C.F., and Hui, C.H.. "Pricing multi-asset financial derivatives with time-dependent parameters -- Lie algebraic approach.." International Journal of Mathematics and Mathematical Sciences 32.7 (2002): 401-410. <http://eudml.org/doc/51539>.
@article{Lo2002,
author = {Lo, C.F., Hui, C.H.},
journal = {International Journal of Mathematics and Mathematical Sciences},
keywords = {Lie algebraic method; multi-asset financial derivatives; time-dependent parameters},
language = {eng},
number = {7},
pages = {401-410},
publisher = {Hindawi Publishing Corporation, New York},
title = {Pricing multi-asset financial derivatives with time-dependent parameters -- Lie algebraic approach.},
url = {http://eudml.org/doc/51539},
volume = {32},
year = {2002},
}
TY - JOUR
AU - Lo, C.F.
AU - Hui, C.H.
TI - Pricing multi-asset financial derivatives with time-dependent parameters -- Lie algebraic approach.
JO - International Journal of Mathematics and Mathematical Sciences
PY - 2002
PB - Hindawi Publishing Corporation, New York
VL - 32
IS - 7
SP - 401
EP - 410
LA - eng
KW - Lie algebraic method; multi-asset financial derivatives; time-dependent parameters
UR - http://eudml.org/doc/51539
ER -
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