Pages that link to "Item:Q1999688"
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The following pages link to Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (Q1999688):
Displaying 8 items.
- A hybrid collocation method for the computational study of multi-term time fractional partial differential equations (Q2107189) (← links)
- Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
- Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753) (← links)
- A new high order ADI numerical difference formula for time-fractional convection-diffusion equation (Q2660078) (← links)
- Asset prices with investor protection and past information (Q2691284) (← links)
- The Laplace transform of the integrated Volterra Wishart process (Q6054411) (← links)
- On the equilibrium of insider trading under information acquisition with long memory (Q6175331) (← links)
- Stochastic differential equations for orthogonal eigenvectors of (G,ε)-Wishart process related to multivariate G-fractional Brownian motion (Q6194618) (← links)
