Pages that link to "Item:Q2869760"
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The following pages link to Estimating dynamic geometric fractional Brownian motion and its application to long-memory option pricing (Q2869760):
Displaying 4 items.
- Proactive hedging European call option pricing with linear position strategy (Q1727009) (← links)
- Dynamic hedging based on fractional order stochastic model with memory effect (Q1793474) (← links)
- Pricing credit derivatives under fractional stochastic interest rate models with jumps (Q2398847) (← links)
- Estimation of geometric fractional Brownian motion perturbed by stochastic volatility model (Q2796368) (← links)