TY - JOUR AU - Yam, Phillip S. C. AU - Yang, Hailiang TI - On valuation of derivative securities: A Lie group analytical approach JO - Applications of Mathematics PY - 2006 SP - 49 EP - 61 VL - 51 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/articles/10.1007/s10492-006-0004-z/ DO - 10.1007/s10492-006-0004-z LA - en ID - 10_1007_s10492_006_0004_z ER -