Pages that link to "Item:Q5078109"
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The following pages link to A fractional version of the Cox–Ingersoll–Ross interest rate model and pricing double barrier option with Hurst index H∈(23,1) (Q5078109):
Displaying 5 items.
- Foreign exchange options on Heston-CIR model under Lévy process framework (Q2698161) (← links)
- European option under a skew version of the GBM model with transaction costs by an RBF method (Q3389651) (← links)
- Option pricing under time interval driven model (Q6171877) (← links)
- Vasicek interest rate model under Lévy process and pricing bond option (Q6544968) (← links)
- Interest rate derivatives for the fractional Cox-Ingersoll-Ross model (Q6597649) (← links)
