Pages that link to "Item:Q3108366"

The following pages link to Study of the risk-adjusted pricing methodology model with methods of geometrical analysis (Q3108366):

Displaying 7 items.

• Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796) (← links)
• Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions (Q539091) (← 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)
• The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs (Q2307920) (← links)
• Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
• (Q5153837) (← links)