Pages that link to "Item:Q5358061"
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The following pages link to OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS (Q5358061):
Displaying 18 items.
- Pricing geometric Asian power options under mixed fractional Brownian motion environment (Q1619132) (← links)
- Option pricing in an exponential mixedts Lévy process (Q1703561) (← links)
- Pricing currency option in a mixed fractional Brownian motion with jumps environment (Q1719257) (← links)
- Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
- Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects (Q2051008) (← links)
- Default probability of American lookback option in a mixed jump-diffusion model (Q2067180) (← links)
- Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
- Pricing compound and extendible options under mixed fractional Brownian motion with jumps (Q2306304) (← links)
- Pricing for outer performance option in mixed fractional Brownian motion with jump (Q2859731) (← links)
- Pricing of two kinds of exotic options driven by multidimensional fractional Brownian motions and Poisson processes (Q2886163) (← links)
- Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion (Q4622807) (← links)
- A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL (Q5050867) (← links)
- Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations (Q5074266) (← links)
- Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps (Q5372021) (← links)
- Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion (Q5742554) (← links)
- Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
- Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects (Q6107553) (← links)
- Fractional processes and their statistical inference: an overview (Q6149600) (← links)
