Ljudmila A. Bordag

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Person:539089

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zbMath Open bordag.ljudmila-aMaRDI QIDQ539089

List of research outcomes

PublicationDate of PublicationType
Lie Group Analysis of Nonlinear Black-Scholes Models2019-02-28Paper
Optimization problem for a portfolio with an illiquid asset: Lie group analysis2017-06-09Paper
Optimal allocation–consumption problem for a portfolio with an illiquid asset2016-07-19Paper
Geometrical Properties of Differential Equations2015-06-19Paper
Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions2012-12-12Paper
Study of the risk-adjusted pricing methodology model with methods of geometrical analysis2012-01-03Paper
Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions2011-05-27Paper
On Option-Valuation in Illiquid Markets: Invariant Solutions to a Nonlinear Model2008-10-17Paper
Nonlinear option pricing models for illiquid markets: scaling properties and explicit solutions2007-08-11Paper
EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES2007-06-05Paper
Symmetry reductions of a nonlinear option pricing model2006-04-09Paper
Quasi periodic vortex structures in two-dimensional flows in an inviscid incompressible fluid2006-04-06Paper
Equivalence classes for Emden equations2002-08-25Paper
https://portal.mardi4nfdi.de/entity/Q45113732000-10-30Paper
Projective differential geometrical structure of the Painlevé equations1999-12-20Paper
Qualitative investigation of the three-phase solutions of the sine-Laplace equation1999-09-29Paper
Investigation of dynamical systems using tools of the theory of invariants and projective geometry1998-06-01Paper
Qualitative analysis of finite-gap solutions of the KdV equation by the automorphic approach1990-01-01Paper
Periodic multiphase solutions of the Kadomtsev-Petviashvili equation1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38226171987-01-01Paper
A gap in the energy spectrum of the one-dimensional Dirac operator1983-01-01Paper
Self-similar solutions of the Korteweg-de Vries equation and potentials with a trivial s-matrix1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41619771978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38975661977-01-01Paper

Research outcomes over time


Doctoral students

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