Pages that link to "Item:Q3023915"
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The following pages link to ARBITRAGE IN FRACTAL MODULATED BLACK–SCHOLES MODELS WHEN THE VOLATILITY IS STOCHASTIC (Q3023915):
Displaying 8 items.
- Arbitrage in fractional Brownian motion models (Q1424724) (← links)
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange option market with changing volatility (Q1959131) (← links)
- On modifications of the Bachelier model (Q2045094) (← links)
- Arbitrage in skew Brownian motion models (Q2427806) (← links)
- Prediction and tracking of long-range-dependent sequences (Q2504607) (← links)
- On the stickiness property (Q3064012) (← links)
- On arbitrage and replication in the fractional Black–Scholes pricing model (Q4459750) (← links)