Pages that link to "Item:Q3043488"
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The following pages link to FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (Q3043488):
Displayed 20 items.
- Optimal Control for Non-Homogeneous Linear Systems Driven by Fractional Noises (Q5305280) (← links)
- ON MULTI-ASSET SPREAD OPTION PRICING IN A WICK–ITÔ–SKOROHOD INTEGRAL FRAMEWORK (Q5370794) (← links)
- Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions (Q5410813) (← links)
- Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data (Q5490615) (← links)
- <i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model (Q5882833) (← links)
- On the fractional stochastic integration for random non-smooth integrands (Q6046005) (← links)
- Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
- THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY (Q6095480) (← links)
- Time averaging, ageing and delay analysis of financial time series (Q6098635) (← links)
- Valuing Option Under Double Heston Jump-Diffusion Model with Stochastic Interest Rate and Approximative Fractional Brownian Motion (Q6130491) (← links)
- Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)
- The value of expected return persistence (Q6146134) (← links)
- Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (Q6157966) (← links)
- \(H_\infty\) sampled-data control for uncertain fuzzy systems under Markovian jump and fBm (Q6160609) (← links)
- Towards a better understanding of fractional Brownian motion and its application to finance (Q6164067) (← links)
- Generalized weighted number operators on functionals of discrete-time normal martingales (Q6164119) (← links)
- A generalized stochastic process: fractional \(G\)-Brownian motion (Q6164852) (← links)
- Wong–Zakai approximations for quasilinear systems of Itô's-type stochastic differential equations driven by fBm with H > 1 2 (Q6187609) (← links)
- Stochastic differential equations for orthogonal eigenvectors of (G,ε)-Wishart process related to multivariate G-fractional Brownian motion (Q6194618) (← links)
- APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q6204621) (← links)