Pages that link to "Item:Q2157559"
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The following pages link to Pricing formula for european currency option and exchange option in a generalized jump mixed fractional Brownian motion with time-varying coefficients (Q2157559):
Displaying 9 items.
- Pricing geometric Asian power options in the sub-fractional Brownian motion environment (Q2131688) (← links)
- Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063) (← links)
- Power option pricing under the unstable conditions (evidence of power option pricing under fractional Heston model in the Iran gold market) (Q2164565) (← links)
- PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS (Q5051185) (← links)
- Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059) (← links)
- Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← 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)
- Quantile hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint (Q6556762) (← links)
