@article{10_1007_s10492_006_0004_z,
     author = {Yam, Phillip S. C. and Yang, Hailiang},
     title = {On valuation of derivative securities: {A} {Lie} group analytical approach},
     journal = {Applications of Mathematics},
     pages = {49--61},
     publisher = {mathdoc},
     volume = {51},
     number = {1},
     year = {2006},
     doi = {10.1007/s10492-006-0004-z},
     mrnumber = {2197322},
     zbl = {1164.60359},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1007/s10492-006-0004-z/}
}