Pages that link to "Item:Q1620481"
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The following pages link to Arbitrage with fractional Gaussian processes (Q1620481):
Displayed 7 items.
- Default probability of American lookback option in a mixed jump-diffusion model (Q2067180) (← links)
- The sub-fractional CEV model (Q2068536) (← links)
- How does tempering affect the local and global properties of fractional Brownian motion? (Q2116488) (← links)
- Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise (Q5038449) (← links)
- (Q6188278) (← links)