Pages that link to "Item:Q1721889"
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The following pages link to Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option (Q1721889):
Displaying 7 items.
- 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)
- 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)
- Optimal investment and life insurance strategies in a mixed jump-diffusion framework (Q5077478) (← links)
- Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk (Q6580760) (← links)
