Pages that link to "Item:Q2490081"
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The following pages link to An approximate approach to fractional analysis for finance (Q2490081):
Displaying 28 items.
- On calibration of stochastic and fractional stochastic volatility models (Q323465) (← links)
- An approximate approach to fractional stochastic integration and its applications (Q467887) (← links)
- Mathematical model of stock prices via a fractional Brownian motion model with adaptive parameters (Q469958) (← links)
- Fractional geometric mean-reversion processes (Q534760) (← links)
- Semimartingale approximation of fractional Brownian motion and its applications (Q636573) (← links)
- Fractional stochastic differential equations with applications to finance (Q713467) (← links)
- A fractional Hull-White model (Q817076) (← links)
- A fractional Black-Scholes model with jumps (Q928432) (← links)
- Conditional optimization problems: fractional order case (Q1949545) (← links)
- Exponential stability of fractional stochastic differential equations with distributed delay (Q1994663) (← links)
- Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
- Mathematical analysis for an autonomous financial dynamical system via classical and modern fractional operators (Q2185130) (← links)
- Fractional Brownian motion: difference iterative forecasting models (Q2213636) (← links)
- A comparison study of bank data in fractional calculus (Q2213850) (← links)
- Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753) (← links)
- Fractional integrated GARCH diffusion limit models (Q2510697) (← links)
- Fuzzy stochastic differential equations driven by fractional Brownian motion (Q2668850) (← links)
- Conditions of presence and absence of arbitrage for a model of \((B,S)\)-market defined by fractional Brownian motion (Q2755274) (← links)
- Market calibration under a long memory stochastic volatility model (Q4585681) (← links)
- ANALYSIS OF FRACTIONAL DIFFUSION MODELS IN FINANCE (Q4601731) (← links)
- DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS (Q4994441) (← links)
- On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions (Q5055127) (← links)
- A fractional version of the Cox–Ingersoll–Ross interest rate model and pricing double barrier option with Hurst index H∈(23,1) (Q5078109) (← links)
- Least squares estimations for approximate fractional vasicek model driven by a semimartingale (Q6104221) (← links)
- A numerical scheme for fractional order mortgage model of economics (Q6165578) (← links)
- An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion (Q6171132) (← links)
- On the equilibrium of insider trading under information acquisition with long memory (Q6175331) (← links)
- Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model (Q6547039) (← links)
