Pages that link to "Item:Q4821629"

The following pages link to Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility (Q4821629):

Displaying 2 items.

• Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime (Q664561) (← links)
• Correlated continuous time random walk and option pricing (Q1619172) (← links)