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Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions
illiquid market nonlinearity explicit solutions Liegroup analysis
2010/4/27
We study a class of nonlinear pricing models which involves the feedback effect from the dynamic hedging strategies on the price of asset introduced by Sircar and Papanicolaou. We are first to study t...
Optimal Inequalities Characterising Quasi-umbilical Submanifolds
Chen curvature Casorati curvature quasi-umbilical
2010/1/22
A family of optimal inequalities is obtained involving the intrinsic scalar curvature and the extrinsic Casorati curvature of submanifolds of real space forms. Equality holds in the inequalities if a...
期刊信息
篇名
【4】Optimal control of the obstacle in a quasi-linear elliptic variational inequality
语种
英文
撰写或编译
作者
叶玉全,陈启宏
第一作者单位
刊物名称
Journal of Mathematical Analysis & Applications
页面
Vol 294, 258-272, (20...
期刊信息
篇名
【11】Bilateral obstacle optimal control for a quasilinear elliptic variational inequality
语种
英文
撰写或编译
作者
陈启宏,叶玉全
第一作者单位
刊物名称
Numerical FunctionalAnalysis andOptimization Accepted (2005)
页面
出版日...
【9】Optimal obstacle control problem for semilinear evolutionary bilateral variational inequalities
2007/7/28
期刊信息
篇名
【9】Optimal obstacle control problem for semilinear evolutionary bilateral variational inequalities
语种
英文
撰写或编译
作者
陈启宏
第一作者单位
刊物名称
Journal of Mathematical Analysis & Applications Proof (2005)
页...