Pages that link to "Item:Q841145"

The following pages link to Black-Scholes formula in subdiffusive regime (Q841145):

Displaying 35 items.

• Small ball probabilities for a class of time-changed self-similar processes (Q273717) (← links)
• Option pricing in subdiffusive Bachelier model (Q650194) (← links)
• Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime (Q664561) (← links)
• Integrablization of time fractional PDEs (Q666772) (← links)
• The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (Q724563) (← links)
• From stochastic processes to numerical methods: a new scheme for solving reaction subdiffusion fractional partial differential equations (Q729409) (← links)
• Stochastic representation of subdiffusion processes with time-dependent drift (Q734633) (← links)
• Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology (Q777158) (← links)
• Correlated continuous time random walk and option pricing (Q1619172) (← links)
• A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: applications in finance (Q1620012) (← links)
• Pricing of basket options in subdiffusive fractional Black-Scholes model (Q1677776) (← links)
• Pricing european option under the time-changed mixed Brownian-fractional Brownian model (Q1782839) (← links)
• Stochastic stability of fractional Fokker-Planck equation (Q1782956) (← links)
• A fractional multi-states model for insurance (Q2034158) (← links)
• CDS pricing with fractional Hawkes processes (Q2060433) (← links)
• Option pricing under the subordinated market models (Q2073586) (← links)
• Pricing of European call option under fuzzy interest rate (Q2097490) (← links)
• Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (Q2129903) (← links)
• Trade duration risk in subdiffusive financial models (Q2137643) (← links)
• Time-fractional geometric Brownian motion from continuous time random walks (Q2160097) (← links)
• Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063) (← links)
• Fractional Hawkes processes (Q2164927) (← links)
• Option pricing based on modified advection-dispersion equation: stochastic representation and applications (Q2183263) (← links)
• A weighted finite difference method for subdiffusive Black-Scholes model (Q2194785) (← links)
• Option pricing in illiquid markets: a fractional jump-diffusion approach (Q2195887) (← links)
• Heavy-tailed fractional Pearson diffusions (Q2408994) (← links)
• Fractional Pearson diffusions (Q2442987) (← links)
• A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
• A fractional Fokker-Planck control framework for subdiffusion processes (Q2808498) (← links)
• Characteristics of isothermal Fokker–Planck equation for opinion-cluster involved with self-thinking (Q3302993) (← links)
• Geometric random walk of finite number of agents under constant variance (Q3303046) (← links)
• THE VALUATION OF EUROPEAN OPTION UNDER SUBDIFFUSIVE FRACTIONAL BROWNIAN MOTION OF THE SHORT RATE (Q3304211) (← links)
• Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method (Q5078137) (← links)
• Stochastic analysis for vector-valued generalized grey Brownian motion (Q6040482) (← links)
• Time averaging, ageing and delay analysis of financial time series (Q6098635) (← links)