Pages that link to "Item:Q650194"
From MaRDI portal
The following pages link to Option pricing in subdiffusive Bachelier model (Q650194):
Displayed 6 items.
- Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times (Q548121) (← links)
- Correlated continuous time random walk and option pricing (Q1619172) (← links)
- Equivalence of subordinated processes with tempered \(\alpha\)-stable waiting times and fractional Fokker-Planck equations in space and time dependent fields (Q2516087) (← links)
- Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients (Q2633871) (← links)
- A fractional Fokker-Planck control framework for subdiffusion processes (Q2808498) (← links)
- Fractional Gamma and Gamma-Subordinated Processes (Q3194572) (← links)