Pages that link to "Item:Q4509533"
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The following pages link to The absence of arbitrage in a model with fractal Brownian motion (Q4509533):
Displaying 19 items.
- Arbitrage in fractional Brownian motion models (Q1424724) (← links)
- Arbitrage opportunities for a class of Gladyshev processes (Q1568192) (← links)
- Pricing geometric Asian power options under mixed fractional Brownian motion environment (Q1619132) (← links)
- Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439) (← links)
- Pricing european option under the time-changed mixed Brownian-fractional Brownian model (Q1782839) (← links)
- CEV model equipped with the long-memory (Q2226287) (← links)
- ARBITRAGE IN FRACTAL MODULATED BLACK–SCHOLES MODELS WHEN THE VOLATILITY IS STOCHASTIC (Q3023915) (← links)
- Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics (Q3426320) (← links)
- Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion (Q4622807) (← links)
- The Absence of Arbitrage Property in Mixed Fractional Bownian Motion Setting (Q5004101) (← links)
- PRICING DERIVATIVES IN HERMITE MARKETS (Q5242955) (← links)
- OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS (Q5358061) (← links)
- (Q5430704) (← links)
- No‐arbitrage implies power‐law market impact and rough volatility (Q5855958) (← links)
- How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost (Q6048447) (← links)
- Mixtures of higher-order fractional Brownian motions (Q6107607) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)
- Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)
- Pricing catastrophe equity put options in a mixed fractional Brownian motion environment (Q6534717) (← links)
