Pages that link to "Item:Q2758167"
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The following pages link to Hedging options in market models modulated by the fractional Brownian motion (Q2758167):
Displaying 12 items.
- Dynamic hedging based on fractional order stochastic model with memory effect (Q1793474) (← links)
- On modifications of the Bachelier model (Q2045094) (← links)
- Hedging in fractional Black-Scholes model with transaction costs (Q2407526) (← links)
- The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes (Q2485819) (← links)
- Statistical aspects of the fractional stochastic calculus (Q2642746) (← links)
- Delta-hedging in fractional volatility models (Q2694770) (← links)
- LONG MEMORY STOCHASTIC VOLATILITY IN OPTION PRICING (Q3023923) (← links)
- On hedging European options in geometric fractional Brownian motion market model (Q3576391) (← links)
- (Q4792524) (← links)
- Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion (Q5086430) (← links)
- THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY (Q6095480) (← links)
- Functional central limit theorems for rough volatility (Q6565557) (← links)
