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~person:"Bordag, Ljudmila A."
~subject:"Estimation"
~subject:"Liquidity"
~subject:"Wirtschaftswachstum"
~type_genre:"Book section"
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Mathematical control theory and finance
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Nonlinear models in mathematical finance : new research trends in option pricing
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ECONIS (ZBW)
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On option-valuation in illiquid markets : invariant solutions to a nonlinear model
Bordag, Ljudmila A.
- In:
Mathematical control theory and finance
,
(pp. 71-94)
.
2008
Persistent link: https://www.econbiz.de/10003755564
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Pricing options in illiquid markets : symmetry reductions and exact solutions
Bordag, Ljudmila A.
;
Frey, Rüdiger
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 103-129)
.
2008
Persistent link: https://www.econbiz.de/10011954433
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