Nonlinearities in Financial Engineering
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Publication:3654706
DOI10.1002/gamm.200910009zbMath1180.91323MaRDI QIDQ3654706
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Publication date: 8 January 2010
Published in: GAMM-Mitteilungen (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/gamm.200910009
Cites Work
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- Option pricing with transaction costs and a nonlinear Black-Scholes equation
- Practical bifurcation and stability analysis: from equilibrium to chaos.
- Frequent Hedging under Transaction Costs and a Nonlinear Fokker--Planck PDE
- Numerical Methods for Non-Linear Black–Scholes Equations
- The Feedback Effect of Hedging in Illiquid Markets
- Elements of applied bifurcation theory