Pages that link to "Item:Q2684130"
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The following pages link to Lattice-based model for pricing contingent claims under mixed fractional Brownian motion (Q2684130):
Displaying 4 items.
- Pricing of American carbon emission derivatives and numerical method under the mixed fractional Brownian motion (Q2039197) (← links)
- A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY (Q4571700) (← links)
- (Q5431262) (← links)
- Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)