Pages that link to "Item:Q2175773"
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The following pages link to Pricing of perpetual American put option with sub-mixed fractional Brownian motion (Q2175773):
Displaying 5 items.
- Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383) (← links)
- The sub-fractional CEV model (Q2068536) (← links)
- Pricing of perpetual American put with fast diffusion process (Q2858850) (← links)
- Perpetual American options with fractional Brownian motion (Q4610216) (← links)
- A mutually exciting rough jump-diffusion for financial modelling (Q6495741) (← links)