Pages that link to "Item:Q3043488"
From MaRDI portal
The following pages link to FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (Q3043488):
Displayed 50 items.
- Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (Q2087506) (← links)
- A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
- New discussion regarding approximate controllability for Sobolev-type fractional stochastic hemivariational inequalities of order \(r\in(1,2)\) (Q2094510) (← links)
- Optimal type-2 fuzzy synchronization of two different fractional-order chaotic systems with variable orders with an application to secure communication (Q2099971) (← links)
- Large deviation principle for a mixed fractional and jump diffusion process (Q2101305) (← links)
- Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
- A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
- Solutions of a disease model with fractional white noise (Q2120701) (← links)
- ELS pricing and hedging in a fractional Brownian motion environment (Q2128261) (← links)
- European option pricing problems with fractional uncertain processes (Q2129466) (← links)
- Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665) (← links)
- Impulsive stochastic fractional differential equations driven by fractional Brownian motion (Q2144071) (← links)
- Conformable space-time fractional nonlinear \((1+1)\)-dimensional Schrödinger-type models and their traveling wave solutions (Q2145527) (← links)
- Fractional randomness and the Brownian bridge (Q2149284) (← links)
- Pricing geometric Asian rainbow options under fractional Brownian motion (Q2150086) (← links)
- Randomness and fractional stable distributions (Q2151705) (← links)
- Euler scheme for fractional delay stochastic differential equations by rough paths techniques (Q2153083) (← links)
- Pricing formula for european currency option and exchange option in a generalized jump mixed fractional Brownian motion with time-varying coefficients (Q2157559) (← links)
- Parameter identification for mixed fractional Brownian motions with the drift parameter (Q2164277) (← links)
- Analysis of stochastic quantization for the fractional Edwards measure (Q2194210) (← links)
- A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
- CEV model equipped with the long-memory (Q2226287) (← links)
- Efficient spatial second-/fourth-order finite difference ADI methods for multi-dimensional variable-order time-fractional diffusion equations (Q2230691) (← links)
- Generalized fractional BSDE with jumps and Lipschitz coefficients (Q2273715) (← links)
- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion (Q2284928) (← links)
- Pricing of proactive hedging European option with dynamic discrete position strategy (Q2296440) (← links)
- The fractional and mixed-fractional CEV model (Q2315921) (← links)
- Fractional order stochastic differential equation with application in European option pricing (Q2321458) (← links)
- Asymptotics for discrete time hedging errors under fractional Black-Scholes models (Q2322589) (← links)
- Analytical solutions of fractional Klein-Gordon and gas dynamics equations, via the \((G^{{}^\prime} / G)\)-expansion method (Q2337964) (← links)
- Fractional backward stochastic differential equations and fractional backward variational inequalities (Q2346984) (← links)
- Almost sure and moment stability properties of fractional order Black-Scholes model (Q2347308) (← links)
- A generalised Itō formula for Lévy-driven Volterra processes (Q2347455) (← links)
- Testing long memory based on a discretely observed process (Q2362937) (← links)
- Analysis of the equilibrium positions of nonlinear dynamical systems in the presence of coarse-graining disturbance in space (Q2380856) (← links)
- Pricing credit derivatives under fractional stochastic interest rate models with jumps (Q2398847) (← links)
- Stochastic quantization for the fractional Edwards measure (Q2412749) (← links)
- On the local times of fractional Ornstein-Uhlenbeck process (Q2433113) (← links)
- Fractional partial differential equations and modified Riemann-Liouville derivative new methods for solution (Q2454963) (← links)
- On controllability of nonlinear stochastic systems (Q2456623) (← links)
- Stochastic calculus with respect to fractional Brownian motion (Q2458944) (← links)
- Lagrangian mechanics of fractional order, Hamilton-Jacobi fractional PDE and Taylor's series of nondifferentiable functions (Q2466563) (← links)
- Modeling fractional stochastic systems as non-random fractional dynamics driven by Brownian motions (Q2472965) (← links)
- Modified Riemann-Liouville derivative and fractional Taylor series of nondifferentiable. functions. Further results (Q2475907) (← links)
- New stochastic fractional models for Malthusian growth, the Poissonian birth process and optimal management of populations (Q2476706) (← links)
- On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion (Q2484692) (← links)
- Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance (Q2485795) (← links)
- The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes (Q2485819) (← links)
- Fractionalization of the complex-valued Brownian motion of order \(n\) using Riemann-Liouville derivative. Applications to mathematical finance and stochastic mechanics (Q2497643) (← links)
- Explicit solutions of a class of linear fractional BSDEs (Q2504564) (← links)