Pages that link to "Item:Q1619383"
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The following pages link to Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383):
Displaying 15 items.
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- Mixed fractional Heston model and the pricing of American options (Q1675943) (← links)
- Numerical methods for pricing American options with time-fractional PDE models (Q1793314) (← links)
- Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
- Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
- Pricing of American carbon emission derivatives and numerical method under the mixed fractional Brownian motion (Q2039197) (← links)
- Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods (Q2067122) (← links)
- Fractional Brownian motion with two-variable Hurst exponent (Q2223840) (← links)
- Testing stationarity of the detrended price return in stock markets (Q2668268) (← links)
- On the numerical solution of time fractional Black-Scholes equation (Q5097808) (← links)
- (Q5257012) (← links)
- A NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS (Q5403254) (← links)
- COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL (Q5858046) (← links)
- AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS (Q6051961) (← links)
- Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)
