Pages that link to "Item:Q1600457"
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The following pages link to A proof for French's empirical formula on option pricing. (Q1600457):
Displayed 5 items.
- Nonparametric estimation of fractional option pricing model (Q826418) (← links)
- A fractional version of the Merton model. (Q1419131) (← links)
- Option pricing of a mixed fractional-fractional version of the Black-Scholes model (Q1766666) (← links)
- Local and implied volatilities with the mixed-modified-fractional-Dupire model (Q2169607) (← links)
- Fractional order stochastic differential equation with application in European option pricing (Q2321458) (← links)