Pages that link to "Item:Q5147996"

The following pages link to APPROXIMATING EXPECTED VALUE OF AN OPTION WITH NON-LIPSCHITZ PAYOFF IN FRACTIONAL HESTON-TYPE MODEL (Q5147996):

Displaying 2 items.

• Sandwiched SDEs with unbounded drift driven by Hölder noises (Q6068847) (← links)
• Option pricing in sandwiched Volterra volatility model (Q6623043) (← links)