Pages that link to "Item:Q4409032"

The following pages link to A General Fractional White Noise Theory And Applications To Finance (Q4409032):

Displaying 50 items.

• Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757) (← links)
• Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251) (← links)
• On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion (Q404600) (← links)
• Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (Q437400) (← links)
• Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus (Q453268) (← links)
• Stochastic Green's theorem for fractional Brownian sheet and its application (Q459488) (← links)
• An integro-differential parabolic variational inequality arising from the valuation of double barrier American option (Q488919) (← links)
• Backward SDEs driven by Gaussian processes (Q740188) (← links)
• Variational solutions and random dynamical systems to SPDEs perturbed by fractional Gaussian noise (Q904613) (← links)
• On the linear fractional self-attracting diffusion (Q927251) (← links)
• Rational functions associated with the white noise space and related topics (Q944297) (← links)
• Hedging using simulation: a least squares approach (Q956433) (← links)
• Linear stochastic systems: a white noise approach (Q970465) (← links)
• On the characteristics of a class of Gaussian processes within the white noise space setting (Q981013) (← links)
• White noise analysis for Lévy processes. (Q1425153) (← links)
• Pricing currency options in the mixed fractional Brownian motion (Q1673068) (← links)
• Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
• A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise (Q1715513) (← links)
• Pricing currency option in a mixed fractional Brownian motion with jumps environment (Q1719257) (← links)
• Pricing of two kinds of power options under fractional Brownian motion, stochastic rate, and jump-diffusion models (Q1722471) (← links)
• Lyapunov techniques for stochastic differential equations driven by fractional Brownian motion (Q1723782) (← links)
• A stochastic maximum principle for processes driven by fractional Brownian motion. (Q1766033) (← links)
• Maximal inequalities for the iterated fractional integrals (Q1771439) (← links)
• The pricing of credit default swaps under a generalized mixed fractional Brownian motion (Q1782751) (← links)
• No-arbitrage, leverage and completeness in a fractional volatility model (Q1783279) (← links)
• Stochastic partial differential equations driven by Lévy space-time white noise. (Q1879918) (← links)
• Pricing of American carbon emission derivatives and numerical method under the mixed fractional Brownian motion (Q2039197) (← links)
• Skorohod and rough integration for stochastic differential equations driven by Volterra processes (Q2041792) (← links)
• Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
• Default probability of American lookback option in a mixed jump-diffusion model (Q2067180) (← links)
• Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
• A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
• Solutions of a disease model with fractional white noise (Q2120701) (← links)
• ELS pricing and hedging in a fractional Brownian motion environment (Q2128261) (← links)
• Fractional randomness and the Brownian bridge (Q2149284) (← links)
• Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804) (← links)
• Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion (Q2207972) (← links)
• Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion (Q2213090) (← links)
• CEV model equipped with the long-memory (Q2226287) (← links)
• Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
• Almost sure and moment stability properties of fractional order Black-Scholes model (Q2347308) (← links)
• Testing long memory based on a discretely observed process (Q2362937) (← links)
• The pricing of options for securities markets with delayed response (Q2372448) (← links)
• On the local times of fractional Ornstein-Uhlenbeck process (Q2433113) (← links)
• Stochastic integration with respect to multifractional Brownian motion via tangent fractional Brownian motions (Q2434498) (← links)
• A generalization of the Wick-Itô stochastic integral (Q2476524) (← links)
• Explicit solutions of a class of linear fractional BSDEs (Q2504564) (← links)
• Fractional Brownian motion and sheet as white noise functionals (Q2508642) (← links)
• A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\) (Q2510035) (← links)
• Wick integration with respect to fractional Brownian sheet (Q2511748) (← links)