Pages that link to "Item:Q4610216"

The following pages link to Perpetual American options with fractional Brownian motion (Q4610216):

Displaying 12 items.

• Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383) (← links)
• Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
• Pricing of two kinds of power options under fractional Brownian motion, stochastic rate, and jump-diffusion models (Q1722471) (← links)
• Pricing of American carbon emission derivatives and numerical method under the mixed fractional Brownian motion (Q2039197) (← links)
• Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
• Pricing geometric Asian rainbow options under fractional Brownian motion (Q2150086) (← links)
• On the sequential testing and quickest change-point detection problems for Gaussian processes (Q4584692) (← links)
• A note on the perpetual American straddle (Q5012014) (← links)
• Parameter identification for the discretely observed geometric fractional Brownian motion (Q5220717) (← links)
• Volatility and dividend risk in perpetual American options (Q5239351) (← links)
• THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY (Q6095480) (← links)
• Optimal stop-loss rules in markets with long-range dependence (Q6546316) (← links)