Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions (Q694335): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0864
@@ Property / arXiv ID: 1002.0864 / rank @@
+Normal rank
@@ Property / cites work @@
+Exit Time Problems in Optimal Control and Vanishing Viscosity Method
+Normal rank
@@ Property / cites work @@
+On Option-Valuation in Illiquid Markets: Invariant Solutions to a Nonlinear Model
+Normal rank
@@ Property / cites work @@
+EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES
+Normal rank
@@ Property / cites work @@
+Liquidity risk and arbitrage pricing theory
@@ Property / cites work: Liquidity risk and arbitrage pricing theory / rank @@
+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 @@
+Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
+Normal rank
@@ Property / cites work @@
+Q4357207
@@ Property / cites work: Q4357207 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3715336
@@ Property / cites work: Q3715336 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3945260
@@ Property / cites work: Q3945260 / rank @@
+Normal rank
@@ Property / cites work @@
+Subalgebras of real three- and four-dimensional Lie algebras
+Normal rank
@@ Property / cites work @@
+General Black-Scholes models accounting for increased market volatility from hedging strategies
+Normal rank
@@ Property / OpenAlex ID @@
+W2238029017
@@ Property / OpenAlex ID: W2238029017 / rank @@
+Normal rank