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

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+Exit Time Problems in Optimal Control and Vanishing Viscosity Method
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+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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+Perfect option hedging for a large trader
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+Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
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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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+W2238029017
@@ Property / OpenAlex ID: W2238029017 / rank @@
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