Pages that link to "Item:Q2139665"
From MaRDI portal
The following pages link to Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665):
Displaying 6 items.
- Asian rainbow option pricing formulas of uncertain stock model (Q2100224) (← links)
- Path-dependent game options with Asian features (Q2128183) (← links)
- Lattice-based model for pricing contingent claims under mixed fractional Brownian motion (Q2684130) (← links)
- American rainbow option pricing formulae in uncertain environment (Q6080549) (← links)
- Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
