scientific article; zbMATH DE number 7049505
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- Fractional Brownian Motions, Fractional Noises and Applications
- scientific article; zbMATH DE number 3036575 (Why is no real title available?)
- Mixed fractional Brownian motion
- Mixed fractional Heston model and the pricing of American options
- Mixed stochastic differential equations: existence and uniqueness result
- Numerical Valuation of High Dimensional Multivariate European Securities
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- On the uniqueness of solutions of stochastic differential equations
- One Dimensional Stochastic Differential Equations with No Strong Solution
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Cited in
(7)- On the existence and uniqueness of the solution to the double Heston model equation and valuing lookback option
- AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model
- Financial modelling with multivariate mixed fractional Brownian motion
- Mixed Gaussian Heston asset pricing model and statistics simulation analysis
- Approximating expected value of an option with non-Lipschitz payoff in fractional Heston-type model
- Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model
- Existence results for fractional differential inclusions arising from real estate asset securitization and HIV models
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