Symmetries of Fractional Guéant–Pu Model with Gerasimov–Caputo Time-Derivative
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s10958-023-06620-w.pdf
Reference12 articles.
1. O. Guéant, The Financial Mathematics of Market Liquidity, CRC Press, Boca Raton etc. (2016).
2. Kh. V. Yadrikhinskii and V. E. Fedorov, “Invariant solutions of the Guéant–Pu model of option pricing and hedging” [in Russian], Chelyabinskii Fiz.-Mat. Zh. 6, No. 1, 42–51 (2021).
3. Kh. V. Yadrikhinskiy, V. E. Fedorov, and M. M. Dyshaev, “Group analysis of the Guéant and Pu model of option pricing and hedging,” In: Symmetries and Applications of Differential Equations, pp. 173–203, Springer, Singapore (2021).
4. Kh. V. Yadrikhinskiy and V. E. Fedorov, “Symmetry analysis of the Guéant–Pu model,” AIP Conf. Proc. 2528, Article No. 020035 (2022).
5. S. M. Sitnik, Kh. V. Yadrikhinskiy, and V. E. Fedorov, “Symmetry analysis of a model of option pricing and hedging,” Symmetry 14, No. 9, Article 1841 (2022).
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