Pages that link to "Item:Q1424724"
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The following pages link to Arbitrage in fractional Brownian motion models (Q1424724):
Displaying 25 items.
- Forecasting with fractional Brownian motion: a financial perspective (Q5092662) (← links)
- OPTION PRICING IN MARKETS WITH INFORMED TRADERS (Q5148004) (← links)
- Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs (Q5193257) (← links)
- PRICING DERIVATIVES IN HERMITE MARKETS (Q5242955) (← links)
- The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments (Q5346580) (← links)
- Maximum-likelihood estimators in the mixed fractional Brownian motion (Q5402581) (← links)
- Identification of the multiscale fractional Brownian motion with biomechanical applications (Q5430490) (← links)
- (Q5430704) (← links)
- NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND (Q5455263) (← links)
- On the fractional stochastic integration for random non-smooth integrands (Q6046005) (← links)
- Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework (Q6048446) (← links)
- How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost (Q6048447) (← links)
- AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS (Q6051961) (← links)
- No-arbitrage conditions and pricing from discrete-time to continuous-time strategies (Q6110753) (← links)
- Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)
- A subdiffusive stochastic volatility jump model (Q6166218) (← links)
- Option pricing under time interval driven model (Q6171877) (← links)
- A càdlàg rough path foundation for robust finance (Q6181520) (← links)
- Pricing catastrophe equity put options in a mixed fractional Brownian motion environment (Q6534717) (← links)
- Optimal stop-loss rules in markets with long-range dependence (Q6546316) (← links)
- Quantile hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint (Q6556762) (← links)
- Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment (Q6591548) (← links)
- On Estimation of Hurst Parameter Under Noisy Observations (Q6623197) (← links)
- A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis (Q6660861) (← links)
