Pages that link to "Item:Q2924474"
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The following pages link to The power option pricing under the fractional Brownian motion and Ho-Lee model (Q2924474):
Displaying 3 items.
- Pricing geometric Asian power options under mixed fractional Brownian motion environment (Q1619132) (← links)
- Pricing of two kinds of power options under fractional Brownian motion, stochastic rate, and jump-diffusion models (Q1722471) (← links)
- Pricing of two kinds of exotic options driven by multidimensional fractional Brownian motions and Poisson processes (Q2886163) (← links)