Pages that link to "Item:Q4541555"

The following pages link to General Black-Scholes models accounting for increased market volatility from hedging strategies (Q4541555):

Displaying 50 items.

• Lie symmetry analysis of a first-order feedback model of option pricing (Q277917) (← links)
• Lie symmetry reductions and exact solutions of an option-pricing equation for large agents (Q305826) (← links)
• Almost-sure hedging with permanent price impact (Q309172) (← links)
• On the strategic behavior of large investors: a mean-variance portfolio approach (Q323400) (← links)
• Conditional distributions, exchangeable particle systems, and stochastic partial differential equations (Q405502) (← links)
• Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions (Q539091) (← links)
• Option hedging for small investors under liquidity costs (Q650751) (← links)
• Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions (Q694335) (← links)
• A model for a large investor trading at market indifference prices. II: Continuous-time case. (Q748319) (← links)
• Towards a self-consistent theory of volatility (Q864196) (← links)
• Option pricing with an illiquid underlying asset market (Q956485) (← links)
• Eroding market stability by proliferation of financial instruments (Q977761) (← links)
• Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) (← links)
• A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
• A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652) (← links)
• Critical market crashes (Q1867905) (← links)
• A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
• Using deep learning to extend the range of air pollution monitoring and forecasting (Q2123348) (← links)
• Analytical valuation for geometric Asian options in illiquid markets (Q2150932) (← links)
• Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357) (← links)
• An infinite-dimensional model of liquidity in financial markets (Q2241898) (← links)
• A model for a large investor trading at market indifference prices. I: Single-period case (Q2339125) (← links)
• A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
• Existence and uniqueness of solutions to a quasilinear parabolic equation with quadratic gradients in financial markets (Q2486634) (← links)
• Matched asymptotic expansions in financial engineering (Q2501093) (← links)
• Hedging in an illiquid binomial market (Q2510779) (← links)
• Study of the risk-adjusted pricing methodology model with methods of geometrical analysis (Q3108366) (← links)
• THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING (Q3161737) (← links)
• A Feedback Model for the Financialization of Commodity Markets (Q3195109) (← links)
• A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF SPECULATIVE FINANCIAL BUBBLES (Q3368589) (← links)
• Trader Behavior and its Effect on Asset Price Dynamics (Q3395725) (← links)
• Calibration of a nonlinear feedback option pricing model (Q3439871) (← links)
• EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES (Q3444860) (← links)
• Market Influence of Portfolio Optimizers (Q3502200) (← links)
• RENORMALIZATION OF BLACK-SCHOLES EQUATION FOR STOCHASTICALLY FLUCTUATING INTEREST RATE (Q3523592) (← links)
• Numerical Methods for Non-Linear Black–Scholes Equations (Q3565099) (← links)
• Option pricing for large agents (Q4483613) (← links)
• Stochastic volatility, smile & asymptotics (Q4541571) (← links)
• GROUP CLASSIFICATION FOR A GENERAL NONLINEAR MODEL OF OPTIONS PRICING (Q4581430) (← links)
• Hedging of Covered Options with Linear Market Impact and Gamma Constraint (Q4588841) (← links)
• Technical trading and the volatility of exchange rates (Q4610247) (← links)
• High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation (Q4812335) (← links)
• LIQUIDITY IN A BINOMIAL MARKET (Q4906530) (← links)
• (Q4997791) (← links)
• (Q4997920) (← links)
• (Q4999718) (← links)
• Group Analysis of the Guéant and Pu Model of Option Pricing and Hedging (Q5050881) (← links)
• (Q5153851) (← links)
• Invariant solutionsof the Gu´eant - Pu model of options pricing and hedging (Q5153882) (← links)
• Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← links)