Pages that link to "Item:Q2063466"

The following pages link to Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466):

Displaying 11 items.

• Pricing currency option in a mixed fractional Brownian motion with jumps environment (Q1719257) (← links)
• Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option (Q1721889) (← links)
• 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)
• The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options (Q2067976) (← links)
• (Q2993950) (← links)
• (Q4574941) (← links)
• OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS (Q5358061) (← links)
• Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps (Q5372021) (← links)
• Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
• AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS (Q6051961) (← links)