Pages that link to "Item:Q4821629"

The following pages link to Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility (Q4821629):

Displaying 7 items.

• Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime (Q664561) (← links)
• Correlated continuous time random walk and option pricing (Q1619172) (← links)
• Pricing of American carbon emission derivatives and numerical method under the mixed fractional Brownian motion (Q2039197) (← links)
• Option pricing based on modified advection-dispersion equation: stochastic representation and applications (Q2183263) (← links)
• Asymptotic stability of compact and linear \(\theta \)-methods for space fractional delay generalized diffusion equation (Q2291915) (← links)
• FORWARD INTEGRALS AND AN ITÔ FORMULA FOR FRACTIONAL BROWNIAN MOTION (Q3519916) (← links)
• Stability and Convergence of L1-Galerkin Spectral Methods for the Nonlinear Time Fractional Cable Equation (Q6165522) (← links)