Pages that link to "Item:Q3043488"

The following pages link to FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (Q3043488):

Displaying 50 items.

• On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)
• Ergodicity of stochastic differential equations driven by fractional Brownian motion (Q1775448) (← links)
• No-arbitrage, leverage and completeness in a fractional volatility model (Q1783279) (← links)
• Stochastic partial differential equations driven by Lévy space-time white noise. (Q1879918) (← links)
• On inference for fractional differential equations (Q1943988) (← links)
• Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
• Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion (Q2005024) (← links)
• Pricing of American carbon emission derivatives and numerical method under the mixed fractional Brownian motion (Q2039197) (← links)
• Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure (Q2048833) (← links)
• Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
• Default probability of American lookback option in a mixed jump-diffusion model (Q2067180) (← links)
• Proactive hedging European option pricing with a general logarithmic position strategy (Q2073577) (← links)
• Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (Q2087506) (← links)
• A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
• New discussion regarding approximate controllability for Sobolev-type fractional stochastic hemivariational inequalities of order \(r\in(1,2)\) (Q2094510) (← links)
• Optimal type-2 fuzzy synchronization of two different fractional-order chaotic systems with variable orders with an application to secure communication (Q2099971) (← links)
• Large deviation principle for a mixed fractional and jump diffusion process (Q2101305) (← links)
• Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
• A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
• Solutions of a disease model with fractional white noise (Q2120701) (← links)
• ELS pricing and hedging in a fractional Brownian motion environment (Q2128261) (← links)
• European option pricing problems with fractional uncertain processes (Q2129466) (← links)
• Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665) (← links)
• Impulsive stochastic fractional differential equations driven by fractional Brownian motion (Q2144071) (← links)
• Conformable space-time fractional nonlinear \((1+1)\)-dimensional Schrödinger-type models and their traveling wave solutions (Q2145527) (← links)
• Fractional randomness and the Brownian bridge (Q2149284) (← links)
• Pricing geometric Asian rainbow options under fractional Brownian motion (Q2150086) (← links)
• Randomness and fractional stable distributions (Q2151705) (← links)
• Euler scheme for fractional delay stochastic differential equations by rough paths techniques (Q2153083) (← links)
• Pricing formula for european currency option and exchange option in a generalized jump mixed fractional Brownian motion with time-varying coefficients (Q2157559) (← links)
• Parameter identification for mixed fractional Brownian motions with the drift parameter (Q2164277) (← links)
• Analysis of stochastic quantization for the fractional Edwards measure (Q2194210) (← links)
• A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
• CEV model equipped with the long-memory (Q2226287) (← links)
• Efficient spatial second-/fourth-order finite difference ADI methods for multi-dimensional variable-order time-fractional diffusion equations (Q2230691) (← links)
• Generalized fractional BSDE with jumps and Lipschitz coefficients (Q2273715) (← links)
• Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion (Q2284928) (← links)
• Pricing of proactive hedging European option with dynamic discrete position strategy (Q2296440) (← links)
• The fractional and mixed-fractional CEV model (Q2315921) (← links)
• Fractional order stochastic differential equation with application in European option pricing (Q2321458) (← links)
• Asymptotics for discrete time hedging errors under fractional Black-Scholes models (Q2322589) (← links)
• Analytical solutions of fractional Klein-Gordon and gas dynamics equations, via the \((G^{{}^\prime} / G)\)-expansion method (Q2337964) (← links)
• Fractional backward stochastic differential equations and fractional backward variational inequalities (Q2346984) (← links)
• Almost sure and moment stability properties of fractional order Black-Scholes model (Q2347308) (← links)
• A generalised Itō formula for Lévy-driven Volterra processes (Q2347455) (← links)
• Testing long memory based on a discretely observed process (Q2362937) (← links)
• Analysis of the equilibrium positions of nonlinear dynamical systems in the presence of coarse-graining disturbance in space (Q2380856) (← links)
• Pricing credit derivatives under fractional stochastic interest rate models with jumps (Q2398847) (← links)
• Stochastic quantization for the fractional Edwards measure (Q2412749) (← links)
• On the local times of fractional Ornstein-Uhlenbeck process (Q2433113) (← links)