Pages that link to "Item:Q3426320"

The following pages link to Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics (Q3426320):

Displaying 15 items.

• Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (Q340756) (← links)
• Approximation of fractional Brownian motion by martingales (Q479168) (← links)
• A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
• Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085) (← links)
• On pricing and hedging in financial markets with long-range dependence (Q1938961) (← links)
• Distance from fractional Brownian motion with associated Hurst index \(0<H<1/2\) to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent (Q2209742) (← links)
• CEV model equipped with the long-memory (Q2226287) (← links)
• Pricing by hedging and no-arbitrage beyond semimartingales (Q2271717) (← links)
• The fractional and mixed-fractional CEV model (Q2315921) (← links)
• Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912) (← links)
• A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval (Q2890715) (← links)
• Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent (Q2944728) (← links)
• Optimization of small deviation for mixed fractional Brownian motion with trend (Q5086459) (← links)
• Analysis of the Rosenblatt process (Q5190284) (← links)
• Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)