Pages that link to "Item:Q841145"
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The following pages link to Black-Scholes formula in subdiffusive regime (Q841145):
Displayed 27 items.
- Small ball probabilities for a class of time-changed self-similar processes (Q273717) (← links)
- Option pricing in subdiffusive Bachelier model (Q650194) (← links)
- Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime (Q664561) (← links)
- Integrablization of time fractional PDEs (Q666772) (← links)
- The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (Q724563) (← links)
- From stochastic processes to numerical methods: a new scheme for solving reaction subdiffusion fractional partial differential equations (Q729409) (← links)
- Stochastic representation of subdiffusion processes with time-dependent drift (Q734633) (← links)
- Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology (Q777158) (← links)
- Correlated continuous time random walk and option pricing (Q1619172) (← links)
- A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: applications in finance (Q1620012) (← links)
- Pricing of basket options in subdiffusive fractional Black-Scholes model (Q1677776) (← links)
- Pricing european option under the time-changed mixed Brownian-fractional Brownian model (Q1782839) (← links)
- Stochastic stability of fractional Fokker-Planck equation (Q1782956) (← links)
- A fractional multi-states model for insurance (Q2034158) (← links)
- Option pricing based on modified advection-dispersion equation: stochastic representation and applications (Q2183263) (← links)
- A weighted finite difference method for subdiffusive Black-Scholes model (Q2194785) (← links)
- Option pricing in illiquid markets: a fractional jump-diffusion approach (Q2195887) (← links)
- Heavy-tailed fractional Pearson diffusions (Q2408994) (← links)
- Fractional Pearson diffusions (Q2442987) (← links)
- A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
- A fractional Fokker-Planck control framework for subdiffusion processes (Q2808498) (← links)
- Characteristics of isothermal Fokker–Planck equation for opinion-cluster involved with self-thinking (Q3302993) (← links)
- Geometric random walk of finite number of agents under constant variance (Q3303046) (← links)
- THE VALUATION OF EUROPEAN OPTION UNDER SUBDIFFUSIVE FRACTIONAL BROWNIAN MOTION OF THE SHORT RATE (Q3304211) (← links)
- Option pricing under the Merton model of the short rate in subdiffusive Brownian motion regime (Q5106795) (← links)
- Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure (Q5144187) (← links)
- Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs (Q5193257) (← links)