Pages that link to "Item:Q3023915"

The following pages link to ARBITRAGE IN FRACTAL MODULATED BLACK–SCHOLES MODELS WHEN THE VOLATILITY IS STOCHASTIC (Q3023915):

Displaying 3 items.

• Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange option market with changing volatility (Q1959131) (← links)
• Prediction and tracking of long-range-dependent sequences (Q2504607) (← links)
• On the stickiness property (Q3064012) (← links)