Pages that link to "Item:Q2866791"

The following pages link to Actuarial approach to option pricing in a fractional Black-Scholes model with time-dependent volatility (Q2866791):

Displaying 17 items.

• An actuarial approach to option pricing under the physical measure and without market assumptions (Q1265918) (← links)
• A refinement of the Black-Scholes formula of pricing options (Q1407334) (← links)
• New method to option pricing for the general Black-Scholes model -- an actuarial approach (Q1430587) (← links)
• A proof for French's empirical formula on option pricing. (Q1600457) (← links)
• Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth (Q1739388) (← links)
• Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange option market with changing volatility (Q1959131) (← links)
• Weak and strong discrete-time approximation of fractional SDEs (Q2257577) (← links)
• Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158) (← links)
• SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation (Q2668497) (← links)
• Conditions of presence and absence of arbitrage for a model of \((B,S)\)-market defined by fractional Brownian motion (Q2755274) (← links)
• The actuarial pricing of option based on the nonparametric estimation for B-S model under the stochastic interest rates (Q4625483) (← links)
• On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (Q5164907) (← links)
• Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440) (← links)
• Target volatility option pricing in the lognormal fractional SABR model (Q5234360) (← links)
• Stochastic Differential Games in a Non-Markovian Setting (Q5317092) (← links)
• Pricing Options Under Time-Fractional Model Using Adomian Decomposition (Q6165078) (← links)
• SDEs with two reflecting barriers driven by optional processes with regulated trajectories (Q6658928) (← links)