Pages that link to "Item:Q724563"
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The following pages link to The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (Q724563):
Displaying 9 items.
- Proactive hedging European call option pricing with linear position strategy (Q1727009) (← links)
- The pricing and numerical analysis of lookback options for mixed fractional Brownian motion (Q2122319) (← links)
- Pricing geometric Asian power options in the sub-fractional Brownian motion environment (Q2131688) (← links)
- THE VALUATION OF EUROPEAN OPTION UNDER SUBDIFFUSIVE FRACTIONAL BROWNIAN MOTION OF THE SHORT RATE (Q3304211) (← links)
- A survey of mean-square destabilization of multidimensional linear stochastic differential systems with non-normal drift (Q6109888) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
- Towards a better understanding of fractional Brownian motion and its application to finance (Q6164067) (← links)
- Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment (Q6591548) (← links)
- An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model (Q6660858) (← links)
