Pages that link to "Item:Q6051343"
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The following pages link to Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343):
Displaying 4 items.
- The pricing of vulnerable options in a fractional Brownian motion environment (Q1723398) (← links)
- Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085) (← links)
- Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
- Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)