GROUP CLASSIFICATION FOR A GENERAL NONLINEAR MODEL OF OPTIONS PRICING (Q4581430): Difference between revisions

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+General Black-Scholes models accounting for increased market volatility from hedging strategies
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+The Pricing of Options and Corporate Liabilities
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+Market Volatility and Feedback Effects from Dynamic Hedging
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+Perfect option hedging for a large trader
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+The Feedback Effect of Hedging in Illiquid Markets
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+Q3945260
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+Lie symmetry analysis of differential equations in finance
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+EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES
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+On Option-Valuation in Illiquid Markets: Invariant Solutions to a Nonlinear Model
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+Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions
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