Pages that link to "Item:Q5193257"

The following pages link to Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs (Q5193257):

Displaying 4 items.

• A closed-form approximation for the fractional Black-Scholes model with transaction costs (Q2629413) (← links)
• On an implementation of \(\alpha \)-subordinated Brownian motion and option pricing with and without transaction costs via CAS MATHEMATICA (Q2833517) (← links)
• Pricing option with transaction costs under the subdiffusive Black-Scholes model (Q2858522) (← links)
• THE VALUATION OF EUROPEAN OPTION UNDER SUBDIFFUSIVE FRACTIONAL BROWNIAN MOTION OF THE SHORT RATE (Q3304211) (← links)