Pages that link to "Item:Q2873026"

The following pages link to High-frequency trading model for a complex trading hierarchy (Q2873026):

Displaying 10 items.

• Stylized facts of price gaps in limit order books (Q508284) (← links)
• Pricing turbo warrants under mixed-exponential jump diffusion model (Q1619424) (← links)
• Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341) (← links)
• Arbitrage with fractional Gaussian processes (Q1620481) (← links)
• Between complexity of modelling and modelling of complexity: an essay on econophysics (Q1673111) (← links)
• Stable Lévy motion with inverse Gaussian subordinator (Q2147665) (← links)
• Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
• Linnik Lévy process and some extensions (Q2162078) (← links)
• Parameter identification for mixed fractional Brownian motions with the drift parameter (Q2164277) (← links)
• Pricing European double barrier option with moving barriers under a fractional Black-Scholes model (Q2167823) (← links)