Pages that link to "Item:Q2858522"
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The following pages link to Pricing option with transaction costs under the subdiffusive Black-Scholes model (Q2858522):
Displaying 8 items.
- Option pricing in subdiffusive Bachelier model (Q650194) (← links)
- Black-Scholes formula in subdiffusive regime (Q841145) (← links)
- Correlated continuous time random walk and option pricing (Q1619172) (← links)
- Pricing of basket options in subdiffusive fractional Black-Scholes model (Q1677776) (← links)
- Black-Scholes model under subordination (Q1860811) (← links)
- A closed-form approximation for the fractional Black-Scholes model with transaction costs (Q2629413) (← links)
- On an implementation of \(\alpha \)-subordinated Brownian motion and option pricing with and without transaction costs via CAS MATHEMATICA (Q2833517) (← links)
- Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs (Q5193257) (← links)