Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach

Quantitative Finance

Volumn 1, Issue 1, 2001, Pages 73-78

  Lo, C F ^a   Hui, C H ^b  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^b HONG KONG MONETARY AUTHORITY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0347239551     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/713665552     Document Type: Article

References (18)

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