Pages that link to "Item:Q3444860"

The following pages link to EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES (Q3444860):

Displaying 23 items.

• Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796) (← links)
• Nonhypoellipticity and comparison principle for partial differential equations of Black-Scholes type (Q533028) (← links)
• Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions (Q539091) (← links)
• Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015) (← links)
• Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions (Q694335) (← links)
• Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) (← links)
• A note on the integrability of the classical portfolio selection model (Q988735) (← links)
• Lie symmetry analysis for a parabolic Monge-Ampère equation in the optimal investment theory (Q1624669) (← links)
• Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
• Group classification for a class of non-linear models of the RAPM type (Q2211989) (← links)
• A nonlinear option pricing model through the Adomian decomposition method (Q2323885) (← links)
• Multiplicative noise, fast convolution and pricing (Q2879044) (← links)
• A high-order compact method for nonlinear Black–Scholes option pricing equations of American options (Q2885511) (← links)
• The implied volatility smirk (Q3502188) (← links)
• GROUP CLASSIFICATION FOR A GENERAL NONLINEAR MODEL OF OPTIONS PRICING (Q4581430) (← links)
• Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498) (← links)
• (Q4997791) (← links)
• (Q4997920) (← links)
• (Q4999718) (← links)
• Group Analysis of the Guéant and Pu Model of Option Pricing and Hedging (Q5050881) (← links)
• Symmetries and exact solutions of a nonlinear pricing options equation (Q5136681) (← links)
• Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations (Q6055837) (← links)
• A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)