Now showing items 1-2 of 2

    • Group analysis of equations arising in embedding theory. 

      Okelola, Michael. (2010)
      Embedding theories are concerned with the embedding of a lower dimensional manifold (dim = n, say) into a higher dimensional one (usually dim = n+1, but not necessarily so). We are concerned with the particular case of ...
    • Lie group analysis of exotic options. 

      Okelola, Michael. (2014-06-19)
      Exotic options are derivatives which have features that makes them more complex than vanilla traded products. Thus, finding their fair value is not always an easy task. We look at a particular example of the exotic options ...