Pages that link to "Item:Q1727085"

The following pages link to Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085):

Displayed 2 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)