Pages that link to "Item:Q2859731"
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The following pages link to Pricing for outer performance option in mixed fractional Brownian motion with jump (Q2859731):
Displaying 4 items.
- Pricing compound and extendible options under mixed fractional Brownian motion with jumps (Q2306304) (← links)
- Pricing of two kinds of exotic options driven by multidimensional fractional Brownian motions and Poisson processes (Q2886163) (← links)
- (Q5115317) (← links)
- OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS (Q5358061) (← links)