Pages that link to "Item:Q2122319"
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The following pages link to The pricing and numerical analysis of lookback options for mixed fractional Brownian motion (Q2122319):
Displaying 18 items.
- A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
- Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383) (← links)
- Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
- Pricing of American carbon emission derivatives and numerical method under the mixed fractional Brownian motion (Q2039197) (← links)
- Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
- European option pricing problems with fractional uncertain processes (Q2129466) (← links)
- Pricing of perpetual American put option with sub-mixed fractional Brownian motion (Q2175773) (← links)
- Pricing compound and extendible options under mixed fractional Brownian motion with jumps (Q2306304) (← links)
- Lattice-based model for pricing contingent claims under mixed fractional Brownian motion (Q2684130) (← links)
- Pricing for outer performance option in mixed fractional Brownian motion with jump (Q2859731) (← links)
- Pricing multi-period return guarantees combined with asset allocation strategy under mixed fractional Brownian motion (Q3131770) (← links)
- Pricing European lookback option by a special kind of mixed jump-diffusion model (Q4640420) (← links)
- (Q4839506) (← links)
- A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL (Q5050867) (← links)
- Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps (Q5372021) (← links)
- Critical exercise price for American floating strike lookback option in a mixed jump-diffusion model (Q5383749) (← links)
- Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370) (← links)
- Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk (Q6580760) (← links)
