Pages that link to "Item:Q650194"
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The following pages link to Option pricing in subdiffusive Bachelier model (Q650194):
Displaying 15 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)
- Parameter estimation for one-sided heavy-tailed distributions (Q2006758) (← links)
- Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators (Q2045167) (← links)
- Option pricing under the subordinated market models (Q2073586) (← links)
- Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (Q2129903) (← links)
- Option pricing based on modified advection-dispersion equation: stochastic representation and applications (Q2183263) (← links)
- Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations (Q2216486) (← links)
- Characterizing anomalous diffusion by studying displacements (Q2299870) (← 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)
- Option pricing under the Merton model of the short rate in subdiffusive Brownian motion regime (Q5106795) (← links)
- Implied stopping rules for American basket options from Markovian projection (Q5234298) (← links)
