Mikhail M. Dyshaev

MaRDI QIDQ2211988zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Approximation and comparison of the empirical liquidity cost function for various futures contracts Журнал «Математические заметки СВФУ»	2024-03-20	Paper
Group analysis of the Guéant and Pu model of option pricing and hedging Nonlinear Physical Science	2022-11-18	Paper
scientific article; zbMATH DE number 7405331 (Why is no real title available?)	2021-10-01	Paper
On measuring the cost of liquidity in the limit order book	2021-10-01	Paper
Simulation of feedback effects for futures-style options pricing on Moscow exchange	2021-07-02	Paper
On some option pricing models on illiquid markets	2021-07-01	Paper
scientific article; zbMATH DE number 7365010 (Why is no real title available?)	2021-06-30	Paper
Symmetries and exact solutions of a nonlinear pricing options equation Ufimskii Matematicheskii Zhurnal	2020-11-27	Paper
Group classification for a class of non-linear models of the RAPM type Communications in Nonlinear Science and Numerical Simulation	2020-11-17	Paper
The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs The Bulletin of Irkutsk State University. Series Mathematics	2020-03-25	Paper
Comparing of some sensitivities (Greeks) for nonlinear models of option pricing with market illiquidity Журнал «Математические заметки СВФУ»	2019-08-28	Paper
Invariant solutions for nonlinear models of illiquid markets Mathematical Methods in the Applied Sciences	2019-01-31	Paper
Group classification for a general nonlinear model of option pricing Ural mathematical journal	2018-08-17	Paper
Symmetry analysis and exact solutions for a nonlinear model of the financial markets theory	2018-04-20	Paper

Research outcomes over time

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