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Caister, N.C.
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Solving a nonlinear pde that prices real options using util..:

Caister, N.C. ; Govinder, K.S. ; O'Hara, J.G.
Nonlinear Analysis: Real World Applications.  12 (2011)  4 - p. 2408-2415 , 2011
Link: https://doi.org/10.1016/..
 
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Optimal system of Lie group invariant solutions for the Asi..:

Caister, N. C. ; Govinder, K. S. ; O'Hara, J. G.
Mathematical Methods in the Applied Sciences.  34 (2011)  11 - p. 1353-1365 , 2011
Link: https://doi.org/10.1002/..
 
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3

Symmetries, integrals and solutions of ordinary differentia..:

Leach, P. G. L. ; Warne, R. R. ; Caister, N...
Proceedings - Mathematical Sciences.  120 (2010)  1 - p. 113-130 , 2010
Link: https://doi.org/10.1007/..
 
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