Nonlinearities in Financial Engineering (Q3654706): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1002/gamm.200910009
+Normal rank
@@ Property / OpenAlex ID @@
+W1991098072
@@ Property / OpenAlex ID: W1991098072 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing with transaction costs and a nonlinear Black-Scholes equation
+Normal rank
@@ Property / cites work @@
+Q4550916
@@ Property / cites work: Q4550916 / rank @@
+Normal rank
@@ Property / cites work @@
+Frequent Hedging under Transaction Costs and a Nonlinear Fokker--Planck PDE
+Normal rank
@@ Property / cites work @@
+Numerical Methods for Non-Linear Black–Scholes Equations
+Normal rank
@@ Property / cites work @@
+Q3910361
@@ Property / cites work: Q3910361 / rank @@
+Normal rank
@@ Property / cites work @@
+Elements of applied bifurcation theory
@@ Property / cites work: Elements of applied bifurcation theory / rank @@
+Normal rank
@@ Property / cites work @@
+Q4349551
@@ Property / cites work: Q4349551 / rank @@
+Normal rank
@@ Property / cites work @@
+The Feedback Effect of Hedging in Illiquid Markets
+Normal rank
@@ Property / cites work @@
+Practical bifurcation and stability analysis: from equilibrium to chaos.
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3654706