Pages that link to "Item:Q1727210"

The following pages link to Pricing option with stochastic interest rates and transaction costs in fractional Brownian markets (Q1727210):

Displayed 3 items.

• Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) ‎ (← links)
• Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) ‎ (← links)
• Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) ‎ (← links)