Pages that link to "Item:Q664561"
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The following pages link to Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime (Q664561):
Displaying 8 items.
- Fokker-Planck type equations associated with subordinated processes controlled by tempered \(\alpha \)-stable processes (Q372914) (← links)
- Pricing european option under the time-changed mixed Brownian-fractional Brownian model (Q1782839) (← links)
- Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (Q2129903) (← links)
- Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063) (← links)
- Weak and strong discrete-time approximation of fractional SDEs (Q2257577) (← links)
- Equivalence of subordinated processes with tempered \(\alpha\)-stable waiting times and fractional Fokker-Planck equations in space and time dependent fields (Q2516087) (← links)
- THE VALUATION OF EUROPEAN OPTION UNDER SUBDIFFUSIVE FRACTIONAL BROWNIAN MOTION OF THE SHORT RATE (Q3304211) (← links)
- Option pricing under the Merton model of the short rate in subdiffusive Brownian motion regime (Q5106795) (← links)
