Pages that link to "Item:Q1722471"
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The following pages link to Pricing of two kinds of power options under fractional Brownian motion, stochastic rate, and jump-diffusion models (Q1722471):
Displaying 10 items.
- Pricing geometric Asian power options under mixed fractional Brownian motion environment (Q1619132) (← links)
- Pricing geometric Asian power options in the sub-fractional Brownian motion environment (Q2131688) (← links)
- Pricing of power option with underlying assets following jumping diffusion process (Q2860664) (← links)
- Pricing of two kinds of exotic options driven by multidimensional fractional Brownian motions and Poisson processes (Q2886163) (← links)
- The power option pricing under the fractional Brownian motion and Ho-Lee model (Q2924474) (← links)
- Pricing of bi-direction European option under fractional Brownian motion with stochastic interest rates (Q3462763) (← links)
- (Q5115394) (← links)
- Power Option Pricing Problem Based on Uncertain Mean-Reverting Stock Model with Floating Interest Rate (Q5244323) (← links)
- (Q5260445) (← links)
- Towards a better understanding of fractional Brownian motion and its application to finance (Q6164067) (← links)