Pages that link to "Item:Q1860811"
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The following pages link to Black-Scholes model under subordination (Q1860811):
Displayed 8 items.
- Option pricing in subdiffusive Bachelier model (Q650194) (← links)
- Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology (Q777158) (← links)
- Black-Scholes formula in subdiffusive regime (Q841145) (← links)
- Continuous-time random walk and parametric subordination in fractional diffusion (Q944816) (← links)
- Mellin convolution for subordinated stable processes (Q2255662) (← links)
- Heavy-tailed fractional Pearson diffusions (Q2408994) (← links)
- Fractional Pearson diffusions (Q2442987) (← links)
- A subdiffusive stochastic volatility jump model (Q6166218) (← links)