Pages that link to "Item:Q4409032"
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The following pages link to A General Fractional White Noise Theory And Applications To Finance (Q4409032):
Displaying 8 items.
- Towards a better understanding of fractional Brownian motion and its application to finance (Q6164067) (← links)
- A generalized stochastic process: fractional \(G\)-Brownian motion (Q6164852) (← links)
- APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q6204621) (← links)
- General transfer formula for stochastic integral with respect to multifractional Brownian motion (Q6204809) (← links)
- Optimal stop-loss rules in markets with long-range dependence (Q6546316) (← links)
- High order stable numerical algorithms for generalized time-fractional deterministic and stochastic telegraph models (Q6616167) (← links)
- On Estimation of Hurst Parameter Under Noisy Observations (Q6623197) (← links)
- Numerical algorithm for a general fractional diffusion equation (Q6659339) (← links)