Economy – Quantitative Finance – Pricing of Securities
Scientist
Economy
Quantitative Finance
Pricing of Securities
Scientist
Leipzig
Explicit solutions for a nonlinear model of financial derivatives
Interaction of a rotational motion and an axial flow in small geometries for a Couette-Taylor problem
Investigation of dynamical systems using tools of the theory of invariants and projective geometry
Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions
Nonlinear option pricing models for illiquid markets: scaling properties and explicit solutions
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