Pages that link to "Item:Q1782521"

The following pages link to The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521):

Displaying 14 items.

• Pricing foreign equity option with stochastic volatility (Q1618699) (← links)
• Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
• Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668) (← links)
• Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117) (← links)
• Asymptotic normality of the estimators for fractional Brownian motions with discrete data (Q1723870) (← links)
• Pricing of defaultable securities associated with recovery rate under the stochastic interest rate driven by fractional Brownian motion (Q1738521) (← links)
• Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine (Q2000331) (← links)
• Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
• Stochastic pricing formulation for hybrid equity warrants (Q2129745) (← links)
• Pricing equity warrants in Merton jump-diffusion model with credit risk (Q2141463) (← links)
• Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
• Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) (← links)
• On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process (Q4968104) (← links)
• Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)