Pages that link to "Item:Q1999688"

The following pages link to Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (Q1999688):

Displayed 9 items.

• A hybrid collocation method for the computational study of multi-term time fractional partial differential equations (Q2107189) ‎ (← links)
• Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) ‎ (← links)
• Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753) ‎ (← links)
• A new high order ADI numerical difference formula for time-fractional convection-diffusion equation (Q2660078) ‎ (← links)
• Asset prices with investor protection and past information (Q2691284) ‎ (← links)
• Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients (Q5086493) ‎ (← links)
• The Laplace transform of the integrated Volterra Wishart process (Q6054411) ‎ (← links)
• On the equilibrium of insider trading under information acquisition with long memory (Q6175331) ‎ (← links)
• Stochastic differential equations for orthogonal eigenvectors of (G,ε)-Wishart process related to multivariate G-fractional Brownian motion (Q6194618) ‎ (← links)