The following pages link to (Q3455963):
Displaying 5 items.
- A fractional Black-Scholes model with jumps (Q928432) (← links)
- Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange option market with changing volatility (Q1959131) (← links)
- Analog of the Black-Scholes formula for option pricing under conditions of \((B, S, X)\)-incomplete market of securities with jumps (Q2722131) (← links)
- A stochastic diffusion model of option prices and general jump process (Q2756213) (← links)
- Exchange options under clustered jump dynamics (Q5139207) (← links)