Pages that link to "Item:Q1723398"
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The following pages link to The pricing of vulnerable options in a fractional Brownian motion environment (Q1723398):
Displaying 9 items.
- Proactive hedging European call option pricing with linear position strategy (Q1727009) (← links)
- Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085) (← links)
- Pricing of defaultable securities associated with recovery rate under the stochastic interest rate driven by fractional Brownian motion (Q1738521) (← links)
- Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
- Pricing of proactive hedging European option with dynamic discrete position strategy (Q2296440) (← links)
- Pricing of European currency options with uncertain exchange rate and stochastic interest rates (Q2296466) (← links)
- Pricing vulnerable option under jump-diffusion model with incomplete information (Q2296524) (← links)
- Efficient option pricing in crisis based on dynamic elasticity of variance model (Q2314728) (← links)
- The European vulnerable option pricing with jumps based on a mixed model (Q2398560) (← links)
