Pages that link to "Item:Q1012830"
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The following pages link to Option pricing in fractional Brownian markets (Q1012830):
Displaying 27 items.
- Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime (Q664561) (← links)
- Small-time asymptotics for Gaussian self-similar stochastic volatility models (Q781554) (← links)
- Nonparametric estimation of fractional option pricing model (Q826418) (← links)
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- Mixed fractional Heston model and the pricing of American options (Q1675943) (← links)
- Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
- Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (Q1999688) (← links)
- Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
- A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds (Q2309261) (← links)
- Fractional order stochastic differential equation with application in European option pricing (Q2321458) (← links)
- Donsker type theorem for fractional Poisson process (Q2322591) (← links)
- Multi-objective active control policy design for commensurate and incommensurate fractional order chaotic financial systems (Q2337193) (← links)
- Testing long memory based on a discretely observed process (Q2362937) (← links)
- A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate (Q2448388) (← links)
- Asset prices with investor protection and past information (Q2691284) (← links)
- Some fractional and multifractional Gaussian processes: A brief introduction (Q2803665) (← links)
- (Q4583455) (← links)
- FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET (Q4602497) (← links)
- A fractional version of the Cox–Ingersoll–Ross interest rate model and pricing double barrier option with Hurst index H∈(23,1) (Q5078109) (← links)
- OPTION PRICING IN MARKETS WITH INFORMED TRADERS (Q5148004) (← links)
- Parameter identification for the discretely observed geometric fractional Brownian motion (Q5220717) (← links)
- PRICING DERIVATIVES IN HERMITE MARKETS (Q5242955) (← links)
- ON MULTI-ASSET SPREAD OPTION PRICING IN A WICK–ITÔ–SKOROHOD INTEGRAL FRAMEWORK (Q5370794) (← links)
- Existence and monotonicity of nonlocal boundary value problems: the one-dimensional case (Q5861958) (← links)
- Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)
- Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment (Q6591548) (← links)
- A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis (Q6660861) (← links)
