Pages that link to "Item:Q2306304"
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The following pages link to Pricing compound and extendible options under mixed fractional Brownian motion with jumps (Q2306304):
Displaying 6 items.
- Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option (Q1721889) (← links)
- THE VALUATION OF EUROPEAN OPTION UNDER SUBDIFFUSIVE FRACTIONAL BROWNIAN MOTION OF THE SHORT RATE (Q3304211) (← links)
- OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS (Q5358061) (← links)
- Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps (Q5372021) (← links)
- (Q5425194) (← links)
- <i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model (Q5882833) (← links)