Pages that link to "Item:Q1739388"
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The following pages link to Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth (Q1739388):
Displaying 4 items.
- Forecasting of time data with using fractional Brownian motion (Q1693943) (← links)
- Stochastic square of the Brennan-Schwartz diffusion process: statistical computation and application (Q2195941) (← links)
- Delta-hedging in fractional volatility models (Q2694770) (← links)
- APPROXIMATING EXPECTED VALUE OF AN OPTION WITH NON-LIPSCHITZ PAYOFF IN FRACTIONAL HESTON-TYPE MODEL (Q5147996) (← links)
