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, Tome 2011 (2011), / Harvested from The Electronic Library of Mathematics
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Publié le : 2011-01-01
DOI : https://doi.org/10.1155/2011/401547
EUDML-ID : urn:eudml:doc:225474 
@article{05900720,
     title = {Transforming arithmetic Asian option PDE to the parabolic equation with constant coefficients.},
     journal = {International Journal of Mathematics and Mathematical Sciences},
     volume = {2011},
     year = {2011},
     doi = {10.1155/2011/401547},
     zbl = {1213.91149},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05900720}
}

Elshegmani, Zieneb Ali; Ahmad, Rokiah Rozita; Jaaman, Saiful Hafiza; Zakaria, Roza Hazli. Transforming arithmetic Asian option PDE to the parabolic equation with constant coefficients.. International Journal of Mathematics and Mathematical Sciences, Tome 2011 (2011) . doi : 10.1155/2011/401547. http://gdmltest.u-ga.fr/item/05900720/