Pages that link to "Item:Q5746746"
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The following pages link to Derivatives pricing with marked point processes using tick-by-tick data (Q5746746):
Displayed 20 items.
- Numerical methods for pricing American options with time-fractional PDE models (Q1793314) (← links)
- An explicit closed-form analytical solution for European options under the CGMY model (Q2004808) (← links)
- Analytically pricing double barrier options based on a time-fractional Black-Scholes equation (Q2007174) (← links)
- Numerical solution of the time fractional Black-Scholes model governing European options (Q2007215) (← links)
- Point process estimation with Mirror Prox algorithms (Q2019904) (← links)
- Homotopy analysis method and its applications in the valuation of European call options with time-fractional Black-Scholes equation (Q2128167) (← links)
- Touchard wavelet technique for solving time-fractional Black-Scholes model (Q2140784) (← links)
- Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
- Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative (Q3190718) (← links)
- Semi-Markov Model for Market Microstructure (Q4682482) (← links)
- Limit theorems for prices of options written on semi-Markov processes (Q5018754) (← links)
- (Q5074741) (← links)
- On the analysis of Black-Scholes equation for European call option involving a fractional order with generalized two dimensional differential transform method (Q5078152) (← links)
- Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (Q5080093) (← links)
- Approximation of time fractional Black-Scholes equation via radial kernels and transformations (Q5229310) (← links)
- RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521) (← links)
- RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR (Q5358112) (← links)
- COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL (Q5858046) (← links)
- Computational algorithm for financial mathematical model based on European option (Q6066837) (← links)
- Hahn hybrid functions for solving distributed order fractional Black–Scholes European option pricing problem arising in financial market (Q6140685) (← links)