The following pages link to (Q5016724):
Displaying 7 items.
- Does the Hurst index matter for option prices under fractional volatility? (Q525208) (← links)
- ELS pricing and hedging in a fractional Brownian motion environment (Q2128261) (← links)
- (Q3180722) (← links)
- (Q3180882) (← links)
- (Q4792524) (← links)
- A NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS (Q5403254) (← links)
- (Q5431262) (← links)