The following pages link to (Q4792524):
Displaying 6 items.
- Option pricing in fractional Brownian markets (Q1012830) (← links)
- No-arbitrage, leverage and completeness in a fractional volatility model (Q1783279) (← links)
- On pricing and hedging in financial markets with long-range dependence (Q1938961) (← links)
- Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging (Q2063058) (← links)
- Modelling and pricing of variance and volatility swaps for stochastic volatilities driven by fractional Brownian motion (Q2896603) (← links)
- (Q5425194) (← links)
