Pages that link to "Item:Q1719257"

The following pages link to Pricing currency option in a mixed fractional Brownian motion with jumps environment (Q1719257):

Displaying 20 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)
• Pricing geometric Asian power options under mixed fractional Brownian motion environment (Q1619132) (← links)
• Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option (Q1721889) (← links)
• Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
• Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
• Default probability of American lookback option in a mixed jump-diffusion model (Q2067180) (← links)
• Pricing formula for european currency option and exchange option in a generalized jump mixed fractional Brownian motion with time-varying coefficients (Q2157559) (← links)
• Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804) (← links)
• Pricing compound and extendible options under mixed fractional Brownian motion with jumps (Q2306304) (← links)
• Asymptotics for discrete time hedging errors under fractional Black-Scholes models (Q2322589) (← links)
• Hedging in fractional Black-Scholes model with transaction costs (Q2407526) (← links)
• A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL (Q5050867) (← links)
• PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS (Q5051185) (← links)
• Optimal investment and life insurance strategies in a mixed jump-diffusion framework (Q5077478) (← links)
• Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs (Q5193257) (← links)
• OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS (Q5358061) (← links)
• Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps (Q5372021) (← links)
• Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
• Fractional processes and their statistical inference: an overview (Q6149600) (← links)