Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139): Difference between revisions

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Latest revision as of 09:39, 30 July 2024

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Option pricing with linear market impact and nonlinear Black-Scholes equations
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    Option pricing with linear market impact and nonlinear Black-Scholes equations (English)
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    7 November 2018
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    hedging
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    price impact
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    fully nonlinear parabolic equations
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