Pages that link to "Item:Q2321458"

The following pages link to Fractional order stochastic differential equation with application in European option pricing (Q2321458):

Displaying 19 items.

• Proactive hedging European call option pricing with linear position strategy (Q1727009) (← links)
• Stochastic P-bifurcation of a bistable viscoelastic beam with fractional constitutive relation under Gaussian white noise (Q1727200) (← links)
• Dynamic hedging based on fractional order stochastic model with memory effect (Q1793474) (← links)
• Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options (Q2019607) (← links)
• Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation (Q2078137) (← links)
• Wellposedness and stability of fractional stochastic nonlinear heat equation in Hilbert space (Q2110573) (← links)
• Pricing European double barrier option with moving barriers under a fractional Black-Scholes model (Q2167823) (← links)
• A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
• Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process (Q2293569) (← links)
• Pricing of proactive hedging European option with dynamic discrete position strategy (Q2296440) (← links)
• An analysis on the fractional asset flow differential equations (Q2359593) (← links)
• Vulnerable European call option pricing based on uncertain fractional differential equation (Q2699270) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
• Existence and stability results for Caputo fractional stochastic differential equations with Lévy noise (Q5089386) (← links)
• (Q5257012) (← links)
• A novel algorithm for asymptotic stability analysis of some classes of stochastic time-fractional Volterra equations (Q6058751) (← links)
• Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (Q6157966) (← links)
• Localized kernel-based meshless method for pricing financial options underlying fractal transmission system (Q6551473) (← links)
• Caputo fractional backward stochastic differential equations driven by fractional Brownian motion with delayed generator (Q6571655) (← links)