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

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-.15826/umj.2016.2.004
@@ Property / DOI: 10.15826/umj.2016.2.004 / rank @@
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+W2560339558
@@ Property / OpenAlex ID: W2560339558 / rank @@
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@@ Property / cites work @@
+General Black-Scholes models accounting for increased market volatility from hedging strategies
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Market Volatility and Feedback Effects from Dynamic Hedging
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+Perfect option hedging for a large trader
@@ Property / cites work: Perfect option hedging for a large trader / rank @@
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+The Feedback Effect of Hedging in Illiquid Markets
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+Q3945260
@@ Property / cites work: Q3945260 / rank @@
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@@ Property / cites work @@
+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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+.15826/UMJ.2016.2.004
@@ Property / DOI: 10.15826/UMJ.2016.2.004 / rank @@
+Normal rank