Pages that link to "Item:Q2203004"
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The following pages link to The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing (Q2203004):
Displaying 6 items.
- An explicit closed-form analytical solution for European options under the CGMY model (Q2004808) (← links)
- HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (Q2034924) (← links)
- Pricing equity warrants in Merton jump-diffusion model with credit risk (Q2141463) (← links)
- A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options (Q2291997) (← links)
- Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process (Q2293569) (← links)
- The forward Kolmogorov equation for two dimensional options (Q2518232) (← links)
