Pages that link to "Item:Q1727085"
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The following pages link to Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085):
Displaying 3 items.
- Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
- Towards a better understanding of fractional Brownian motion and its application to finance (Q6164067) (← links)
- Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)
