The following pages link to Mixed fractional Brownian motion (Q1611573):
Displaying 50 items.
- Mixed Gaussian processes: a filtering approach (Q317498) (← links)
- Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (Q340756) (← links)
- Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process (Q340819) (← links)
- The quadratic variation for mixed-fractional Brownian motion (Q347449) (← links)
- On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes (Q398201) (← links)
- Generalized covariation for Banach space valued processes, Itō formula and applications (Q470098) (← links)
- A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
- Bond pricing under mixed generalized CIR model with mixed Wishart volatility process (Q515757) (← links)
- Semimartingale approximation of fractional Brownian motion and its applications (Q636573) (← links)
- Simple arbitrage (Q691114) (← links)
- The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (Q724563) (← links)
- Stability of a class of impulsive neutral stochastic functional partial differential equations (Q779103) (← links)
- Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion (Q824712) (← links)
- Asymmetric information in fads models (Q854270) (← links)
- When is a linear combination of independent fBm's equivalent to a single fBm? (Q873606) (← links)
- On the sub-mixed fractional Brownian motion (Q902400) (← links)
- On the lower classes of some mixed fractional Gaussian processes with two logarithmic factors (Q936985) (← links)
- On the mixed fractional Brownian motion (Q937469) (← links)
- Brownian moving averages have conditional full support (Q957520) (← links)
- Stationarity and self-similarity characterization of the set-indexed fractional Brownian motion (Q1047156) (← links)
- The fractional mixed fractional Brownian motion. (Q1423093) (← links)
- Pricing geometric Asian power options under mixed fractional Brownian motion environment (Q1619132) (← links)
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- On small deviation asymptotics in \(L_2\) of some mixed Gaussian processes (Q1649133) (← links)
- Pricing currency options in the mixed fractional Brownian motion (Q1673068) (← links)
- Mixed fractional Heston model and the pricing of American options (Q1675943) (← links)
- Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion (Q1725334) (← links)
- Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085) (← links)
- The existence, uniqueness, and controllability of neutral stochastic delay partial differential equations driven by standard Brownian motion and fractional Brownian motion (Q1727234) (← links)
- The pricing of credit default swaps under a generalized mixed fractional Brownian motion (Q1782751) (← links)
- On pricing and hedging in financial markets with long-range dependence (Q1938961) (← links)
- Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
- Mixed fractional Brownian motion: a spectral take (Q2011263) (← links)
- Existence and uniqueness for solutions of mixed stochastic delay differential equations (Q2036402) (← links)
- Pricing of American carbon emission derivatives and numerical method under the mixed fractional Brownian motion (Q2039197) (← links)
- Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion (Q2039768) (← links)
- Selected topics in the generalized mixed set-indexed fractional Brownian motion (Q2042040) (← links)
- Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects (Q2051008) (← links)
- Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
- Default probability of American lookback option in a mixed jump-diffusion model (Q2067180) (← links)
- Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion (Q2068039) (← links)
- The sub-fractional CEV model (Q2068536) (← links)
- Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle (Q2075900) (← links)
- Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion (Q2119885) (← links)
- Valuation of bid and ask prices for European options under mixed fractional Brownian motion (Q2130778) (← links)
- Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions (Q2132956) (← links)
- A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift (Q2133366) (← links)
- Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend (Q2137743) (← links)
- Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665) (← links)
- Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
