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International Journal of Mathematics and Mathematical Sciences

Volumn 32, Issue 7, 2002, Pages 401-410

Pricing multi-asset financial derivatives with time-dependent parameters - Lie algebraic approach

(2) 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: 17844379458 PISSN: 01611712 EISSN: None Source Type: Journal
DOI: 10.1155/S016117120211101X Document Type: Article

Times cited : (9)

References (12)

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- (2000) Working Paper
- Bos, L.P.¹ Ware, A.F.²

2
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- Coherent-state propagator of the generalized time-dependent parametric oscillator
- MathSciNet
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3
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- CrossRef
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- Lo, C.F.¹

4
- 0001665746
- Propagator of the Fokker-Planck equation with a linear force - Lie-algebraic approach
- C. F. Lo, Propagator of the Fokker-Planck equation with a linear force - Lie-algebraic approach, Europhys. Lett. 39 (1997), 263-267.
- (1997) Europhys. Lett. , vol.39 , pp. 263-267
- Lo, C.F.¹

5
- 0039988747
- Lie-algebraic approach for the generalized Fokker-Planck equation with a linear force
- MathSciNet
- C. F. Lo, Lie-algebraic approach for the generalized Fokker-Planck equation with a linear force, Nuovo Cimento Soc. ital. Fis. B (12) 113 (1998), no. 12, 1533-1536. MathSciNet.
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- Lo, C.F.¹

6
- 0042138144
- Propagator of the $n$-dimensional generalization of the Fokker-Planck equation with a linear force: Lie-algebraic approach
- CrossRef. MathSciNet. Zentralblatt für Mathematik
- C. F. Lo, Propagator of the $n$-dimensional generalization of the Fokker-Planck equation with a linear force: Lie-algebraic approach, Phys. Lett. A 246 (1998), no. 1-2, 66-70. CrossRef. MathSciNet. Zentralblatt für Mathematik.
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- Lo, C.F.¹

7
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- Lie-algebraic approach for the Fokker-Planck equation with a nonlinear drift force
- MathSciNet
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- Lo, C.F.¹

8
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- Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach
- CrossRef. MathSciNet
- C. F. Lo and C. H. Hui, Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach, Quant. Finance 1 (2001), 73-78. CrossRef. MathSciNet.
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- Lo, C.F.¹ Hui, C.H.²

9
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- Propagator of two coupled general driven time-dependent oscillators
- C. F. Lo and Y. J. Wong, Propagator of two coupled general driven time-dependent oscillators, Europhys. Lett. 32 (1995), 193-198.
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10
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- Coherent-state propagator of two coupled generalized time-dependent parametric oscillators
- CrossRef. MathSciNet
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11
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12
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