Pages that link to "Item:Q1307618"
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The following pages link to Robust option replication for a Black-Scholes model extended with nondeterministic trends (Q1307618):
Displaying 11 items.
- Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (Q340756) (← links)
- Clark-Ocone type formula for non-semimartingales with finite quadratic variation (Q627755) (← links)
- On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
- Arbitrage and hedging in a non probabilistic framework (Q1938956) (← links)
- Existence and uniqueness for solutions of mixed stochastic delay differential equations (Q2036402) (← links)
- Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle (Q2075900) (← links)
- Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions (Q2132956) (← links)
- Pricing by hedging and no-arbitrage beyond semimartingales (Q2271717) (← links)
- The covariation for Banach space valued processes and applications (Q2441314) (← links)
- LONG RANGE DEPENDENCE, NO ARBITRAGE AND THE BLACK–SCHOLES FORMULA (Q3149365) (← links)
- A Delayed Black and Scholes Formula (Q3444689) (← links)
