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- W2953323411 abstract "Families of explicit solutions are found to a nonlinear Black-Scholes equation which incorporates the feedback-effect of a large trader in case of market illiquidity. The typical solution of these families will have a payoff which approximates a strangle. These solutions were used to test numerical schemes for solving a nonlinear Black-Scholes equation." @default.
- W2953323411 created "2019-06-27" @default.
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- W2953323411 date "2006-04-05" @default.
- W2953323411 modified "2023-10-01" @default.
- W2953323411 title "Explicit solutions for a nonlinear model of financial derivatives" @default.
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