Pages that link to "Item:Q2137643"
From MaRDI portal
The following pages link to Trade duration risk in subdiffusive financial models (Q2137643):
Displaying 4 items.
- Boundary control of a fractional reaction-diffusion equation coupled with fractional ordinary differential equations with delay (Q2243263) (← links)
- Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure (Q5144187) (← links)
- Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach (Q6143055) (← links)
- A subdiffusive stochastic volatility jump model (Q6166218) (← links)