Pages that link to "Item:Q5078109"

The following pages link to A fractional version of the Cox–Ingersoll–Ross interest rate model and pricing double barrier option with Hurst index H∈(23,1) (Q5078109):

Displaying 2 items.

• Foreign exchange options on Heston-CIR model under Lévy process framework (Q2698161) (← links)
• European option under a skew version of the GBM model with transaction costs by an RBF method (Q3389651) (← links)