Transforming Arithmetic Asian Option PDE to the Parabolic Equation with Constant Coefficients

Zieneb Ali Elshegmani, Rokiah Rozita Ahmad, Saiful Hafiza Jaaman, Roza Hazli Zakaria. Transforming Arithmetic Asian Option PDE to the Parabolic Equation with Constant Coefficients. Int. J. Math. Mathematical Sciences, 2011, 2011. [doi]

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