Pages that link to "Item:Q2161063"
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The following pages link to Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063):
Displaying 4 items.
- Option pricing and portfolio hedging under the mixed hedging strategy (Q1618329) (← links)
- Mixed fractional Heston model and the pricing of American options (Q1675943) (← links)
- Pricing european option under the time-changed mixed Brownian-fractional Brownian model (Q1782839) (← links)
- OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS (Q5358061) (← links)