Pricing multi-asset financial derivatives with time-dependent parameters -- Lie algebraic approach.
International Journal of Mathematics and Mathematical Sciences, Tome 32 (2002) no. 7, p. 401.

Voir la notice de l'article dans European Digital Mathematics Library

DOI : 10.1155/S016117120211101X
Classification : 70G65, 35K15, 91G20
Mots-clés : Lie algebraic method, multi-asset financial derivatives, time-dependent parameters 
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Lo, C.F.; Hui, C.H. Pricing multi-asset financial derivatives with time-dependent parameters -- Lie algebraic approach.. International Journal of Mathematics and Mathematical Sciences, Tome 32 (2002) no. 7, p. 401. doi : 10.1155/S016117120211101X. https://geodesic-test.mathdoc.fr/articles/10.1155/S016117120211101X/

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