Pages that link to "Item:Q2150007"
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The following pages link to Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007):
Displaying 12 items.
- Optimal importance sampling for continuous Gaussian fields (Q830273) (← links)
- Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
- Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (Q2129903) (← links)
- Valuation of bid and ask prices for European options under mixed fractional Brownian motion (Q2130778) (← links)
- Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665) (← links)
- Pricing equity warrants in Merton jump-diffusion model with credit risk (Q2141463) (← links)
- Analytical valuation for geometric Asian options in illiquid markets (Q2150932) (← links)
- Critical value-based Asian option pricing model for uncertain financial markets (Q2159643) (← links)
- An interest-rate model with jumps for uncertain financial markets (Q2161801) (← links)
- Parameter identification for mixed fractional Brownian motions with the drift parameter (Q2164277) (← links)
- Power option pricing under the unstable conditions (evidence of power option pricing under fractional Heston model in the Iran gold market) (Q2164565) (← links)
- Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
