Pages that link to "Item:Q1727210"

The following pages link to Pricing option with stochastic interest rates and transaction costs in fractional Brownian markets (Q1727210):

Displaying 7 items.

• Asian option pricing with monotonous transaction costs under fractional Brownian motion (Q1789869) (← links)
• Maximum likelihood estimation for sub-fractional Vasicek model (Q2066932) (← links)
• Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) (← links)
• A closed-form approximation for the fractional Black-Scholes model with transaction costs (Q2629413) (← links)
• Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)
• (Q5425194) (← links)
• Bond and option prices under skew Vasicek model with transaction cost (Q6484417) (← links)