Pages that link to "Item:Q2139665"
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The following pages link to Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665):
Displaying 14 items.
- A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
- The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (Q724563) (← links)
- Pricing geometric Asian power options under mixed fractional Brownian motion environment (Q1619132) (← links)
- Asian rainbow option pricing formulas of uncertain stock model (Q2100224) (← links)
- Path-dependent game options with Asian features (Q2128183) (← links)
- Pricing geometric Asian power options in the sub-fractional Brownian motion environment (Q2131688) (← links)
- Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
- Pricing geometric Asian rainbow options under fractional Brownian motion (Q2150086) (← links)
- Lattice-based model for pricing contingent claims under mixed fractional Brownian motion (Q2684130) (← links)
- Pricing Asian option under mixed jump-fraction process (Q4640414) (← links)
- American rainbow option pricing formulae in uncertain environment (Q6080549) (← links)
- Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
- Option pricing under time interval driven model (Q6171877) (← links)
