Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions (Q539091): Difference between revisions

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+Hedging and Portfolio Optimization in Financial Markets with a Large Trader
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+Study of the risk-adjusted pricing methodology model with methods of geometrical analysis
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+Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions
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@@ Property / cites work @@
+On Option-Valuation in Illiquid Markets: Invariant Solutions to a Nonlinear Model
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+EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES
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+The mathematics of arbitrage
@@ Property / cites work: The mathematics of arbitrage / rank @@
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+Lie symmetry analysis of differential equations in finance
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+CRC Handbook of Lie Group Analysis of Differential Equations, Volume I
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+Q4368791
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@@ Property / cites work @@
+A note on the integrability of the classical portfolio selection model
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+Q3945260
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+Subalgebras of real three- and four-dimensional Lie algebras
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@@ Property / cites work @@
+The Feedback Effect of Hedging in Illiquid Markets
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+General Black-Scholes models accounting for increased market volatility from hedging strategies
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+Q4692893
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+Publication:539091