Pages that link to "Item:Q4998230"
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The following pages link to American option pricing in bi-fractional Brownian motion (Q4998230):
Displaying 6 items.
- Mixed fractional Heston model and the pricing of American options (Q1675943) (← links)
- Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
- American options with asymmetric information and reflected BSDE (Q2405223) (← links)
- (Q3131492) (← links)
- Quanto option pricing in bi-fractional Brownian motion environment (Q4574485) (← links)
- Pricing American options under Azzalini Ito-McKean skew Brownian motions (Q6160632) (← links)