Pages that link to "Item:Q2741102"

The following pages link to Fractional Brownian motion and financial modelling (Q2741102):

Displaying 39 items.

• Stochastic volatility models with volatility driven by fractional Brownian motions (Q268815) (← links)
• Optimal space-time adaptive wavelet methods for degenerate parabolic PDEs (Q431301) (← links)
• Mathematical model of stock prices via a fractional Brownian motion model with adaptive parameters (Q469958) (← links)
• Fractional geometric mean-reversion processes (Q534760) (← links)
• Fractional-moment capital asset pricing model (Q603474) (← links)
• Itô's formula with respect to fractional Brownian motion and its application (Q675254) (← links)
• A fractional Hull-White model (Q817076) (← links)
• A fractional calculus interpretation of the fractional volatility model (Q840298) (← links)
• Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations (Q939363) (← links)
• Modelling and analysis of fractional Brownian motions (Q1279411) (← links)
• Arbitrage in fractional Brownian motion models (Q1424724) (← links)
• Random time-dependent Brownian motion a new approach to fractals of order \(n\) (Q1610463) (← links)
• Is it Brownian or fractional Brownian motion? (Q1670157) (← links)
• High-frequency trading with fractional Brownian motion (Q2022763) (← links)
• Fractional Brownian motion with two-variable Hurst exponent (Q2223840) (← links)
• Affine representations of fractional processes with applications in mathematical finance (Q2419969) (← links)
• Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance (Q2485795) (← links)
• An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter. (Q2574549) (← links)
• Hedging options in market models modulated by the fractional Brownian motion (Q2758167) (← links)
• Stochastic stability of fractional \((B,S)\)-securities markets (Q2784988) (← links)
• Fractional calculus and fractional processes with applications to financial economics. Theory and applications (Q2825434) (← links)
• Estimating dynamic geometric fractional Brownian motion and its application to long-memory option pricing (Q2869760) (← links)
• Monte Carlo simulation pricing based on summation of fractional Gaussian noise (Q2885783) (← links)
• Modelling and pricing of variance and volatility swaps for stochastic volatilities driven by fractional Brownian motion (Q2896603) (← links)
• A Generalization of Geometric Brownian Motion with Applications (Q3015918) (← links)
• An enhanced applications of brownian motion to mathematical finance in stochastic modeling (Q3101545) (← links)
• (Q3107580) (← links)
• Brownian–Laplace Motion and Its Use in Financial Modelling (Q3435996) (← links)
• On hedging European options in geometric fractional Brownian motion market model (Q3576391) (← links)
• FRACTIONAL BROWNIAN MOTION WITH STOCHASTIC VARIANCE: MODELING ABSOLUTE RETURNS IN STOCK MARKETS (Q3607473) (← links)
• Option pricing with regulated fractional Brownian motion (Q4258745) (← links)
• ANALYSIS OF FRACTIONAL DIFFUSION MODELS IN FINANCE (Q4601731) (← links)
• Perpetual American options with fractional Brownian motion (Q4610216) (← links)
• Fractional Brownian Motions in Financial Models and Their Monte Carlo Simulation (Q5256603) (← links)
• Long Memory in Finance and Fractional Brownian Motion (Q5325410) (← links)
• Fractional Brownian motion, random walks and binary market models (Q5950464) (← links)
• Pricing American options under Azzalini Ito-McKean skew Brownian motions (Q6160632) (← links)
• Towards a better understanding of fractional Brownian motion and its application to finance (Q6164067) (← links)
• Weak solutions for stochastic differential equations with additive fractional noise (Q6198655) (← links)