Pricing multi-asset financial derivatives with time-dependent parameters -- Lie algebraic approach.
Lo, C.F. ; Hui, C.H.
International Journal of Mathematics and Mathematical Sciences, Tome 30 (2002), p. 401-410 / Harvested from The Electronic Library of Mathematics
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Publié le : 2002-01-01
DOI : https://doi.org/10.1155/S016117120211101X
EUDML-ID : urn:eudml:doc:51539 
@article{01852895,
     title = {Pricing multi-asset financial derivatives with time-dependent parameters -- Lie algebraic approach.},
     journal = {International Journal of Mathematics and Mathematical Sciences},
     volume = {30},
     year = {2002},
     pages = {401-410},
     doi = {10.1155/S016117120211101X},
     zbl = {1068.91035},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01852895}
}

Lo, C.F.; Hui, C.H. Pricing multi-asset financial derivatives with time-dependent parameters -- Lie algebraic approach.. International Journal of Mathematics and Mathematical Sciences, Tome 30 (2002) pp. 401-410. doi : 10.1155/S016117120211101X. http://gdmltest.u-ga.fr/item/01852895/