The following pages link to (Q5425194):
Displaying 10 items.
- Pricing of two kinds of power options under fractional Brownian motion, stochastic rate, and jump-diffusion models (Q1722471) (← links)
- Pricing compound and extendible options under mixed fractional Brownian motion with jumps (Q2306304) (← links)
- The maximum option pricing for assets in fractional Brownian motion environment (Q2860263) (← links)
- The power option pricing under the fractional Brownian motion and Ho-Lee model (Q2924474) (← links)
- (Q3131492) (← links)
- (Q4574941) (← links)
- (Q4792524) (← links)
- (Q5143080) (← links)
- OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS (Q5358061) (← links)
- Pricing of correlation digital options under fractional Brownian motion (Q5368164) (← links)