Pages that link to "Item:Q539091"

The following pages link to Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions (Q539091):

Displayed 9 items.

• Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796) ‎ (← links)
• Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition (Q525145) ‎ (← links)
• Group classification for a class of non-linear models of the RAPM type (Q2211989) ‎ (← links)
• Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters (Q3462587) ‎ (← links)
• GROUP CLASSIFICATION FOR A GENERAL NONLINEAR MODEL OF OPTIONS PRICING (Q4581430) ‎ (← links)
• (Q4997791) ‎ (← links)
• (Q4997920) ‎ (← 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)