Pages that link to "Item:Q1619383"
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The following pages link to Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383):
Displaying 9 items.
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
- Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods (Q2067122) (← links)
- Fractional Brownian motion with two-variable Hurst exponent (Q2223840) (← links)
- Testing stationarity of the detrended price return in stock markets (Q2668268) (← links)
- On the numerical solution of time fractional Black-Scholes equation (Q5097808) (← links)
- COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL (Q5858046) (← links)
- AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS (Q6051961) (← links)
- Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)
