Yadrikhinskiy, Khristofor V.; Fedorov, Vladimir E.; Dyshaev, Mikhail M. Group analysis of the Guéant and Pu model of option pricing and hedging. (English) Zbl 1504.91319 Luo, Albert C. J. (ed.) et al., Symmetries and applications of differential equations. In memory of Nail H. Ibragimov (1939–2018). Beijing: Higher Education Press; Singapore: Springer. Nonlinear Phys. Sci., 173-203 (2021). MSC: 91G20 35Q91 PDF BibTeX XML Cite \textit{K. V. Yadrikhinskiy} et al., in: Symmetries and applications of differential equations. In memory of Nail H. Ibragimov (1939--2018). Beijing: Higher Education Press; Singapore: Springer. 173--203 (2021; Zbl 1504.91319) Full Text: DOI OpenURL
Fedorov, Vladimir E.; Dyshaev, Mikhail M. Group classification for a class of non-linear models of the RAPM type. (English) Zbl 1452.91306 Commun. Nonlinear Sci. Numer. Simul. 92, Article ID 105471, 10 p. (2021). MSC: 91G20 22E60 91G80 PDF BibTeX XML Cite \textit{V. E. Fedorov} and \textit{M. M. Dyshaev}, Commun. Nonlinear Sci. Numer. Simul. 92, Article ID 105471, 10 p. (2021; Zbl 1452.91306) Full Text: DOI OpenURL
Dyshaev, Mikhail Mikhaĭlovich; Fedorov, Vladimir Evgen’evich; Avilovich, Anna Sergeevna; Pletnëv, Dmitriĭ Aleksandrovich Simulation of feedback effects for futures-style options pricing on Moscow exchange. (Russian. English summary) Zbl 1465.91111 Chelyabinskiĭ Fiz.-Mat. Zh. 3, No. 4, 379-394 (2018). MSC: 91G20 35A30 35C05 35K55 PDF BibTeX XML Cite \textit{M. M. Dyshaev} et al., Chelyabinskiĭ Fiz.-Mat. Zh. 3, No. 4, 379--394 (2018; Zbl 1465.91111) Full Text: DOI MNR OpenURL
Dyshaev, Mikhail Mikhaĭlovich On some option pricing models on illiquid markets. (Russian. English summary) Zbl 1465.91110 Chelyabinskiĭ Fiz.-Mat. Zh. 2, No. 1, 18-29 (2017). MSC: 91G20 60H30 PDF BibTeX XML Cite \textit{M. M. Dyshaev}, Chelyabinskiĭ Fiz.-Mat. Zh. 2, No. 1, 18--29 (2017; Zbl 1465.91110) Full Text: MNR OpenURL