Study of the risk-adjusted pricing methodology model with methods of geometrical analysis (Q3108366): Difference between revisions

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+On Option-Valuation in Illiquid Markets: Invariant Solutions to a Nonlinear Model
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+Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions
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+Perfect option hedging for a large trader
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+On Leland's strategy of option pricing with transactions costs
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+Markets with transaction costs. Mathematical theory.
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+Q4349551
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+Q3715336
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+Q3945260
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+Subalgebras of real three- and four-dimensional Lie algebras
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+General Black-Scholes models accounting for increased market volatility from hedging strategies
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