Pages that link to "Item:Q539091"
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The following pages link to Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions (Q539091):
Displaying 9 items.
- Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796) (← links)
- Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition (Q525145) (← links)
- Group classification for a class of non-linear models of the RAPM type (Q2211989) (← links)
- Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters (Q3462587) (← links)
- GROUP CLASSIFICATION FOR A GENERAL NONLINEAR MODEL OF OPTIONS PRICING (Q4581430) (← links)
- (Q4997791) (← links)
- (Q4997920) (← links)
- Group Analysis of the Guéant and Pu Model of Option Pricing and Hedging (Q5050881) (← links)
- Symmetries and exact solutions of a nonlinear pricing options equation (Q5136681) (← links)
