The following pages link to Foad Shokrollahi (Q724562):
Displayed 14 items.
- The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (Q724563) (← links)
- Pricing currency option in a mixed fractional Brownian motion with jumps environment (Q1719257) (← links)
- Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option (Q1721889) (← links)
- Pricing compound and extendible options under mixed fractional Brownian motion with jumps (Q2306304) (← links)
- Hedging in fractional Black-Scholes model with transaction costs (Q2407526) (← links)
- THE VALUATION OF EUROPEAN OPTION UNDER SUBDIFFUSIVE FRACTIONAL BROWNIAN MOTION OF THE SHORT RATE (Q3304211) (← links)
- Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs (Q5193257) (← links)
- (Q5243718) (← links)
- Long-range dependent completely correlated mixed fractional Brownian motion (Q6123268) (← links)
- The valuation of European option with transaction costs by mixed fractional Merton model (Q6282687) (← links)
- Pricing European option with the short rate under Subdiffusive fractional Brownian motion regime (Q6301075) (← links)
- Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate (Q6345730) (← links)
- Actuarial strategy for pricing Asian options under a mixed fractional Brownian motion with jumps (Q6367676) (← links)
- Prediction of Gaussian Volterra Processes with Compound Poisson Jumps (Q6454371) (← links)