Pages that link to "Item:Q2130778"
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The following pages link to Valuation of bid and ask prices for European options under mixed fractional Brownian motion (Q2130778):
Displaying 3 items.
- Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
