Pages that link to "Item:Q2004808"
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The following pages link to An explicit closed-form analytical solution for European options under the CGMY model (Q2004808):
Displaying 5 items.
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
- Option pricing under finite moment log stable process in a regulated market: a generalized fractional path integral formulation and Monte Carlo based simulation (Q2208163) (← links)
- Pricing stock loans with the CGMY model (Q2296547) (← links)
- Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps (Q6145282) (← links)
