Pages that link to "Item:Q1419131"
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The following pages link to A fractional version of the Merton model. (Q1419131):
Displaying 3 items.
- A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
- Interest rate option pricing and volatility forecasting: an application to Brazil (Q953623) (← links)
- Time-varying long-range dependence in US interest rates (Q2468080) (← links)
