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

@@ Property / author @@
-Vladimir Evgenyevich Fedorov
@@ Property / author: Vladimir Evgenyevich Fedorov / rank @@
-Normal rank
@@ Property / author @@
+Vladimir Evgenyevich Fedorov
@@ Property / author: Vladimir Evgenyevich Fedorov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2560339558
@@ Property / OpenAlex ID: W2560339558 / rank @@
+Normal rank
@@ Property / cites work @@
+General Black-Scholes models accounting for increased market volatility from hedging strategies
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Market Volatility and Feedback Effects from Dynamic Hedging
+Normal rank
@@ Property / cites work @@
+Perfect option hedging for a large trader
@@ Property / cites work: Perfect option hedging for a large trader / rank @@
+Normal rank
@@ Property / cites work @@
+The Feedback Effect of Hedging in Illiquid Markets
+Normal rank
@@ Property / cites work @@
+Q3945260
@@ Property / cites work: Q3945260 / rank @@
+Normal rank
@@ Property / cites work @@
+Lie symmetry analysis of differential equations in finance
+Normal rank
@@ Property / cites work @@
+EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES
+Normal rank
@@ Property / cites work @@
+On Option-Valuation in Illiquid Markets: Invariant Solutions to a Nonlinear Model
+Normal rank
@@ Property / cites work @@
+Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4581430