Lo, C. F.; Hui, C. H. Lie-algebraic approach for pricing moving barrier options with time-dependent parameters. (English) Zbl 1148.91020 J. Math. Anal. Appl. 323, No. 2, 1455-1464 (2006). Reviewer: C. L. Parihar (Indore) MSC: 91B28 PDFBibTeX XMLCite \textit{C. F. Lo} and \textit{C. H. Hui}, J. Math. Anal. Appl. 323, No. 2, 1455--1464 (2006; Zbl 1148.91020) Full Text: DOI
Li, Wenbo V.; Liu, Fengshan; Shi, Xiquan An analysis of the last round matching problem. (English) Zbl 1106.60009 J. Math. Anal. Appl. 323, No. 2, 1373-1382 (2006). Reviewer: Neculai Curteanu (Iaşi) MSC: 60C05 60F05 91B68 PDFBibTeX XMLCite \textit{W. V. Li} et al., J. Math. Anal. Appl. 323, No. 2, 1373--1382 (2006; Zbl 1106.60009) Full Text: DOI