Pages that link to "Item:Q1782839"

The following pages link to Pricing european option under the time-changed mixed Brownian-fractional Brownian model (Q1782839):

Displaying 14 items.

• Twin iterative solutions for a fractional differential turbulent flow model (Q296250) (← links)
• Option pricing model with sentiment (Q315109) (← links)
• Exponential synchronization for stochastic neural networks driven by fractional Brownian motion (Q327975) (← links)
• A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
• The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (Q724563) (← links)
• A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: applications in finance (Q1620012) (← links)
• Arbitrage with fractional Gaussian processes (Q1620481) (← links)
• Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (Q2129903) (← links)
• Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665) (← links)
• Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063) (← links)
• A weighted finite difference method for subdiffusive Black-Scholes model (Q2194785) (← links)
• Time-changed fractional Ornstein-Uhlenbeck process (Q2197307) (← links)
• The uniqueness of positive solution for a fractional order model of turbulent flow in a porous medium (Q2349362) (← links)
• Maximum and minimum solutions for a nonlocal \(p\)-Laplacian fractional differential system from eco-economical processes (Q2401076) (← links)