Pages that link to "Item:Q268815"
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The following pages link to Stochastic volatility models with volatility driven by fractional Brownian motions (Q268815):
Displaying 11 items.
- Mathematical model of stock prices via a fractional Brownian motion model with adaptive parameters (Q469958) (← links)
- A fractional calculus interpretation of the fractional volatility model (Q840298) (← links)
- A fractional version of the Merton model. (Q1419131) (← links)
- Invariant measures for multidimensional fractional stochastic volatility models (Q2093310) (← links)
- CVA in fractional and rough volatility models (Q2700343) (← links)
- Estimation of geometric fractional Brownian motion perturbed by stochastic volatility model (Q2796368) (← links)
- Modelling and pricing of variance and volatility swaps for stochastic volatilities driven by fractional Brownian motion (Q2896603) (← links)
- ARBITRAGE IN FRACTAL MODULATED BLACK–SCHOLES MODELS WHEN THE VOLATILITY IS STOCHASTIC (Q3023915) (← links)
- FRACTIONAL BROWNIAN MOTION WITH STOCHASTIC VARIANCE: MODELING ABSOLUTE RETURNS IN STOCK MARKETS (Q3607473) (← links)
- Option pricing with regulated fractional Brownian motion (Q4258745) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)