The following pages link to (Q2993950):
Displaying 5 items.
- The pricing of vulnerable options in a fractional Brownian motion environment (Q1723398) (← links)
- Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085) (← links)
- The closed-form option pricing formulas under the sub-fractional Poisson volatility models (Q2137510) (← links)
- Chooser option pricing in sub-fractional Brownian motion environment (Q5127673) (← links)
- (Q5143080) (← links)