Pages that link to "Item:Q2073586"
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The following pages link to Option pricing under the subordinated market models (Q2073586):
Displaying 6 items.
- Option pricing in subdiffusive Bachelier model (Q650194) (← links)
- Option pricing under the Merton model of the short rate (Q1037800) (← links)
- Correlated continuous time random walk and option pricing (Q1619172) (← links)
- Black-Scholes model under subordination (Q1860811) (← links)
- The closed-form option pricing formulas under the sub-fractional Poisson volatility models (Q2137510) (← links)
- On an implementation of \(\alpha \)-subordinated Brownian motion and option pricing with and without transaction costs via CAS MATHEMATICA (Q2833517) (← links)