Symmetry analysis of a model for the exercise of a barrier option

J. G. O'Hara, Christodoulos Sophocleous, Peter G. L. Leach. Symmetry analysis of a model for the exercise of a barrier option. Commun. Nonlinear Sci. Numer. Simul., 18(9):2367-2373, 2013. [doi]

Abstract

Abstract is missing.