Pages that link to "Item:Q2150086"
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The following pages link to Pricing geometric Asian rainbow options under fractional Brownian motion (Q2150086):
Displayed 8 items.
- Proactive hedging European call option pricing with linear position strategy (Q1727009) (← links)
- Asian rainbow option pricing formulas of uncertain stock model (Q2100224) (← links)
- Pricing geometric Asian power options in the sub-fractional Brownian motion environment (Q2131688) (← links)
- Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665) (← links)
- Power option pricing under the unstable conditions (evidence of power option pricing under fractional Heston model in the Iran gold market) (Q2164565) (← links)
- Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion (Q2222162) (← links)
- Towards a better understanding of fractional Brownian motion and its application to finance (Q6164067) (← links)
- Option pricing under time interval driven model (Q6171877) (← links)