Pages that link to "Item:Q1423093"

The following pages link to The fractional mixed fractional Brownian motion. (Q1423093):

Displaying 31 items.

• The quadratic variation for mixed-fractional Brownian motion (Q347449) (← links)
• The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (Q724563) (← links)
• On the sub-mixed fractional Brownian motion (Q902400) (← links)
• On the lower classes of some mixed fractional Gaussian processes with two logarithmic factors (Q936985) (← links)
• On the mixed fractional Brownian motion (Q937469) (← links)
• On small deviation asymptotics in \(L_2\) of some mixed Gaussian processes (Q1649133) (← links)
• Pricing currency options in the mixed fractional Brownian motion (Q1673068) (← links)
• Pricing currency option in a mixed fractional Brownian motion with jumps environment (Q1719257) (← links)
• Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option (Q1721889) (← links)
• Pricing european option under the time-changed mixed Brownian-fractional Brownian model (Q1782839) (← links)
• Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
• Pricing of American carbon emission derivatives and numerical method under the mixed fractional Brownian motion (Q2039197) (← links)
• Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
• Valuation of bid and ask prices for European options under mixed fractional Brownian motion (Q2130778) (← links)
• Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
• Pricing formula for european currency option and exchange option in a generalized jump mixed fractional Brownian motion with time-varying coefficients (Q2157559) (← links)
• Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063) (← links)
• Pricing compound and extendible options under mixed fractional Brownian motion with jumps (Q2306304) (← links)
• The influence of a log-type small ball factor in the study of the lower classes (Q2386009) (← links)
• Fractional noise destroys or induces a stochastic bifurcation (Q2787896) (← links)
• RANDOM ATTRACTORS FOR STOCHASTIC EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION (Q3065784) (← links)
• Regularization of differential equations by two fractional noises (Q5038983) (← links)
• A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL (Q5050867) (← links)
• Persistence probabilities of mixed FBM and other mixed processes (Q5054703) (← links)
• Optimization of small deviation for mixed fractional Brownian motion with trend (Q5086459) (← links)
• Mixed fractional Brownian sheets and their applications (Q5266054) (← links)
• The fractional mixed fractional brownian motion and fractional brownian sheet (Q5429615) (← links)
• Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
• Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)
• Parameter estimation for \(n\)th-order mixed fractional Brownian motion with polynomial drift (Q6134390) (← links)
• Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations (Q6494475) (← links)