Pages that link to "Item:Q1673068"
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The following pages link to Pricing currency options in the mixed fractional Brownian motion (Q1673068):
Displaying 42 items.
- A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
- Pricing geometric Asian power options under mixed fractional Brownian motion environment (Q1619132) (← links)
- Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383) (← links)
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657) (← links)
- An uncertain currency model with floating interest rates (Q1703677) (← links)
- Pricing currency option in a mixed fractional Brownian motion with jumps environment (Q1719257) (← links)
- Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option (Q1721889) (← links)
- Pricing option with stochastic interest rates and transaction costs in fractional Brownian markets (Q1727210) (← links)
- Stock loan valuation based on the finite moment log-stable process (Q1732317) (← links)
- Currency option pricing with Wishart process (Q1758411) (← links)
- Option pricing of a mixed fractional-fractional version of the Black-Scholes model (Q1766666) (← links)
- The pricing of credit default swaps under a generalized mixed fractional Brownian motion (Q1782751) (← links)
- Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
- Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (Q1999688) (← 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)
- Valuation of bid and ask prices for European options under mixed fractional Brownian motion (Q2130778) (← links)
- Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend (Q2137743) (← links)
- Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665) (← links)
- Time fractional capital-induced labor migration model (Q2145209) (← links)
- Estimating option Greeks under the stochastic volatility using simulation (Q2149316) (← links)
- Pricing formula for european currency option and exchange option in a generalized jump mixed fractional Brownian motion with time-varying coefficients (Q2157559) (← links)
- Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063) (← links)
- Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804) (← links)
- Pricing of European currency options with uncertain exchange rate and stochastic interest rates (Q2296466) (← links)
- The fractional and mixed-fractional CEV model (Q2315921) (← links)
- Pricing currency option based on the extension principle and defuzzification via weighting parameter identification (Q2375610) (← links)
- Lattice-based model for pricing contingent claims under mixed fractional Brownian motion (Q2684130) (← links)
- A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL (Q5050867) (← links)
- Optimal investment and life insurance strategies in a mixed jump-diffusion framework (Q5077478) (← links)
- Quanto option pricing with a jump diffusion process (Q5082959) (← links)
- Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs (Q5193257) (← links)
- OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS (Q5358061) (← links)
- (Q5425194) (← links)
- Mixtures of higher-order fractional Brownian motions (Q6107607) (← 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)
- Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations (Q6494475) (← links)
- Pricing catastrophe equity put options in a mixed fractional Brownian motion environment (Q6534717) (← links)
- Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk (Q6580760) (← links)
- Averaging principle for McKean-Vlasov SDEs driven by FBMs (Q6594620) (← links)
