Pages that link to "Item:Q2195887"
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The following pages link to Option pricing in illiquid markets: a fractional jump-diffusion approach (Q2195887):
Displaying 5 items.
- A fractional multi-states model for insurance (Q2034158) (← links)
- Mathematical modeling of probability distribution of money by means of potential formation (Q2128663) (← links)
- Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440) (← links)
- A subdiffusive stochastic volatility jump model (Q6166218) (← links)
- A recursive method for fractional Hawkes intensities and the potential approach of credit risk (Q6569141) (← links)