%0 Journal Article %A Yam, Phillip S. C. %A Yang, Hailiang %T On valuation of derivative securities: A Lie group analytical approach %J Applications of Mathematics %D 2006 %P 49-61 %V 51 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/articles/10.1007/s10492-006-0004-z/ %R 10.1007/s10492-006-0004-z %G en %F 10_1007_s10492_006_0004_z