Pages that link to "Item:Q1789869"
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The following pages link to Asian option pricing with monotonous transaction costs under fractional Brownian motion (Q1789869):
Displaying 6 items.
- Asian option pricing with transaction costs and dividends under the fractional Brownian motion model (Q1714703) (← links)
- Pricing option with stochastic interest rates and transaction costs in fractional Brownian markets (Q1727210) (← links)
- Pricing geometric Asian rainbow options under fractional Brownian motion (Q2150086) (← links)
- On an implementation of \(\alpha \)-subordinated Brownian motion and option pricing with and without transaction costs via CAS MATHEMATICA (Q2833517) (← links)
- Asian option pricing with dividend under fractional Brownian motion model (Q2860348) (← links)
- (Q5143857) (← links)
