Pages that link to "Item:Q5351667"

The following pages link to An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Q5351667):

Displaying 2 items.

• Fractional Cox-Ingersoll-Ross process with small Hurst indices (Q2326528) (← links)
• Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627) (← links)