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 50 items.
- A high-order adaptive numerical algorithm for fractional diffusion wave equation on non-uniform meshes (Q2700004) (← links)
- Fractional noise destroys or induces a stochastic bifurcation (Q2787896) (← links)
- From Market Data to Agent-Based Models and Stochastic Differential Equations (Q2832858) (← links)
- The fBm-driven Ornstein-Uhlenbeck process: Probability density function and anomalous diffusion (Q2849835) (← links)
- White noise-based stochastic calculus with respect to multifractional Brownian motion (Q2875258) (← links)
- Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion (Q2937459) (← links)
- General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations (Q3157880) (← links)
- Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach (Q3298329) (← links)
- A FRACTIONAL POISSON EQUATION: EXISTENCE, REGULARITY AND APPROXIMATIONS OF THE SOLUTION (Q3405582) (← links)
- An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters (Q3419954) (← links)
- Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics (Q3426320) (← links)
- FORWARD INTEGRALS AND AN ITÔ FORMULA FOR FRACTIONAL BROWNIAN MOTION (Q3519916) (← links)
- Discrete approximation of stochastic integrals with respect to fractional Brownian motion of Hurst index<i>H</i>>1/2 (Q3541200) (← links)
- Wick–Itô formula for regular processes and applications to the Black and Scholes formula (Q3541205) (← links)
- The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion (Q3541206) (← links)
- Stochastic Control System for Mortality Benefits (Q3611812) (← links)
- <i>Q</i>-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market (Q3611813) (← links)
- Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals (Q3645196) (← links)
- Asymptotic Behavior of the Fractional Heston Model (Q4553801) (← links)
- Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
- (Q4583455) (← links)
- Long-Range Dependence in the Risk-Neutral Measure for the Market on Lehman Brothers Collapse (Q4585680) (← links)
- The Stochastic LQR Optimal Control with Fractional Brownian Motion (Q4607777) (← links)
- ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS (Q4653043) (← links)
- THE RESTRICTION OF THE FRACTIONAL ITÔ INTEGRAL TO ADAPTED INTEGRANDS IS INJECTIVE (Q4662169) (← links)
- Fractional stochastic volatility correction to CEV implied volatility (Q5014189) (← links)
- A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL (Q5050867) (← links)
- T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion (Q5086858) (← links)
- A non-conservation stochastic partial differential equation driven by anisotropic fractional Lévy random field (Q5157734) (← links)
- Existence and stability for fractional parabolic integro-partial differential equations with fractional Brownian motion and nonlocal condition (Q5193248) (← links)
- Parameter identification for the discretely observed geometric fractional Brownian motion (Q5220717) (← links)
- PRICING DERIVATIVES IN HERMITE MARKETS (Q5242955) (← links)
- Optimal Control for Non-Homogeneous Linear Systems Driven by Fractional Noises (Q5305280) (← links)
- OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES (Q5306219) (← links)
- ON MULTI-ASSET SPREAD OPTION PRICING IN A WICK–ITÔ–SKOROHOD INTEGRAL FRAMEWORK (Q5370794) (← links)
- Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk (Q5407022) (← links)
- Stochastic calculus for fractional Lévy processes (Q5414983) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
- A quasilinear stochastic partial differential equation driven by fractional white noise (Q5443550) (← links)
- Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion (Q5443739) (← links)
- Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data (Q5490615) (← links)
- An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563) (← links)
- Stochastic calculus with respect to Gaussian processes (Q5915903) (← links)
- Mittag-Leffler analysis. II: Application to the fractional heat equation. (Q5965170) (← links)
- Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
- Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)
- Stabilization of delayed neutral semi-Markovian jumping stochastic systems driven by fractional Brownian motions: \(H_\infty\) control approach (Q6136800) (← links)
- Correlation function of a random scalar field evolving with a rapidly fluctuating Gaussian process (Q6137767) (← links)
- The value of expected return persistence (Q6146134) (← links)
- \(H_\infty\) sampled-data control for uncertain fuzzy systems under Markovian jump and fBm (Q6160609) (← links)
