Pages that link to "Item:Q1714703"

The following pages link to Asian option pricing with transaction costs and dividends under the fractional Brownian motion model (Q1714703):

Displaying 8 items.

• Fractional functional with two occurrences of integrals and asymptotic optimal change of drift in the Black-Scholes model (Q890155) (← links)
• Asian option pricing with monotonous transaction costs under fractional Brownian motion (Q1789869) (← links)
• Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (Q2129903) (← links)
• Pricing geometric Asian rainbow options under fractional Brownian motion (Q2150086) (← links)
• Pricing of perpetual American put option with sub-mixed fractional Brownian motion (Q2175773) (← links)
• Asian option pricing with dividend under fractional Brownian motion model (Q2860348) (← links)
• (Q5143857) (← links)
• Computational Science - ICCS 2004 (Q5712717) (← links)