The following pages link to (Q4802414):
Displaying 8 items.
- The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (Q724563) (← links)
- Option pricing of a mixed fractional-fractional version of the Black-Scholes model (Q1766666) (← links)
- Pricing european option under the time-changed mixed Brownian-fractional Brownian model (Q1782839) (← links)
- Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
- Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665) (← links)
- CEV model equipped with the long-memory (Q2226287) (← links)
- Pricing compound and extendible options under mixed fractional Brownian motion with jumps (Q2306304) (← links)
- OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS (Q5358061) (← links)
