Pages that link to "Item:Q5106795"
From MaRDI portal
The following pages link to Option pricing under the Merton model of the short rate in subdiffusive Brownian motion regime (Q5106795):
Displaying 8 items.
- Option pricing under the Merton model of the short rate (Q1037800) (← links)
- Option pricing under the subordinated market models (Q2073586) (← links)
- Pricing of European call option under fuzzy interest rate (Q2097490) (← links)
- Option pricing of geometric Asian options in a subdiffusive Brownian motion regime (Q2129903) (← links)
- Option pricing based on modified advection-dispersion equation: stochastic representation and applications (Q2183263) (← links)
- THE VALUATION OF EUROPEAN OPTION UNDER SUBDIFFUSIVE FRACTIONAL BROWNIAN MOTION OF THE SHORT RATE (Q3304211) (← links)
- Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs (Q5193257) (← links)
- Option pricing under time interval driven model (Q6171877) (← links)