Pages that link to "Item:Q937469"

The following pages link to On the mixed fractional Brownian motion (Q937469):

Displaying 42 items.

• Bond pricing under mixed generalized CIR model with mixed Wishart volatility process (Q515757) (← links)
• SPDE with generalized drift and fractional-type noise (Q520227) (← links)
• Generalized fractional Brownian motion (Q522549) (← links)
• On the sub-mixed fractional Brownian motion (Q902400) (← links)
• Pricing geometric Asian power options under mixed fractional Brownian motion environment (Q1619132) (← links)
• Pricing currency options in the mixed fractional Brownian motion (Q1673068) (← links)
• Mixed fractional Heston model and the pricing of American options (Q1675943) (← links)
• Pricing currency option in a mixed fractional Brownian motion with jumps environment (Q1719257) (← links)
• Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion (Q1725334) (← links)
• Pricing european option under the time-changed mixed Brownian-fractional Brownian model (Q1782839) (← links)
• Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
• Selected topics in the generalized mixed set-indexed fractional Brownian motion (Q2042040) (← links)
• Default probability of American lookback option in a mixed jump-diffusion model (Q2067180) (← links)
• Mixed stochastic heat equation with fractional Laplacian and gradient perturbation (Q2110891) (← links)
• Stochastic pricing formulation for hybrid equity warrants (Q2129745) (← links)
• Valuation of bid and ask prices for European options under mixed fractional Brownian motion (Q2130778) (← links)
• Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend (Q2137743) (← links)
• Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665) (← links)
• Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
• Local and implied volatilities with the mixed-modified-fractional-Dupire model (Q2169607) (← links)
• Fractional Brownian motion with two-variable Hurst exponent (Q2223840) (← links)
• The fractional and mixed-fractional CEV model (Q2315921) (← links)
• Fractional noise destroys or induces a stochastic bifurcation (Q2787896) (← links)
• The Absence of Arbitrage Property in Mixed Fractional Bownian Motion Setting (Q5004101) (← links)
• (Q5038000) (← links)
• Regularization of differential equations by two fractional noises (Q5038983) (← links)
• Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets (Q5042125) (← links)
• A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL (Q5050867) (← links)
• Optimal investment and life insurance strategies in a mixed jump-diffusion framework (Q5077478) (← links)
• Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise (Q5153156) (← links)
• One-dimensional stochastic heat equation with discontinuous conductance (Q5228873) (← links)
• Berry--Esseen Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations (Q5240317) (← links)
• Mixed fractional Brownian sheets and their applications (Q5266054) (← links)
• OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS (Q5358061) (← links)
• Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps (Q5372021) (← links)
• Maximum-likelihood estimators in the mixed fractional Brownian motion (Q5402581) (← links)
• Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
• Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes (Q6067090) (← links)
• Parameter estimation for \(n\)th-order mixed fractional Brownian motion with polynomial drift (Q6134390) (← links)
• Fractional processes and their statistical inference: an overview (Q6149600) (← links)
• Parameter estimation in mixed fractional stochastic heat equation (Q6157633) (← links)
• Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations (Q6494475) (← links)