Pages that link to "Item:Q3528727"
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The following pages link to On Option-Valuation in Illiquid Markets: Invariant Solutions to a Nonlinear Model (Q3528727):
Displaying 11 items.
- 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)
- Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions (Q694335) (← links)
- A nonlinear option pricing model through the Adomian decomposition method (Q2323885) (← links)
- Study of the risk-adjusted pricing methodology model with methods of geometrical analysis (Q3108366) (← links)
- GROUP CLASSIFICATION FOR A GENERAL NONLINEAR MODEL OF OPTIONS PRICING (Q4581430) (← 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)
- A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)
