Pages that link to "Item:Q5158749"
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The following pages link to OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q5158749):
Displaying 7 items.
- Mixed fractional Heston model and the pricing of American options (Q1675943) (← links)
- Delta-hedging in fractional volatility models (Q2694770) (← links)
- (Q3179994) (← links)
- (Q4792524) (← links)
- Target volatility option pricing in the lognormal fractional SABR model (Q5234360) (← links)
- AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS (Q6051961) (← links)
- Pricing Options Under Time-Fractional Model Using Adomian Decomposition (Q6165078) (← links)