Pages that link to "Item:Q937469"
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The following pages link to On the mixed fractional Brownian motion (Q937469):
Displayed 10 items.
- Bond pricing under mixed generalized CIR model with mixed Wishart volatility process (Q515757) (← links)
- SPDE with generalized drift and fractional-type noise (Q520227) (← links)
- Generalized fractional Brownian motion (Q522549) (← links)
- On the sub-mixed fractional Brownian motion (Q902400) (← links)
- Mixed fractional Heston model and the pricing of American options (Q1675943) (← links)
- Fractional noise destroys or induces a stochastic bifurcation (Q2787896) (← links)
- Mixed fractional Brownian sheets and their applications (Q5266054) (← links)
- OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS (Q5358061) (← links)
- Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps (Q5372021) (← links)
- Maximum-likelihood estimators in the mixed fractional Brownian motion (Q5402581) (← links)