Pages that link to "Item:Q5926471"
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The following pages link to Modelling of stock price changes: a real analysis approach (Q5926471):
Displaying 10 items.
- Analytically tractable stochastic stock price models. (Q434149) (← links)
- Continuous-time trading and the emergence of probability (Q693028) (← links)
- Rough functions: \(p\)-variation, calculus, and index estimation (Q926643) (← links)
- Insurance control for classical risk model with fractional Brownian motion perturbation (Q1004262) (← links)
- A new class of nearly self-financing strategies (Q1612973) (← links)
- On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)
- Analyzing heterogeneous stock price comovements through hybrid approaches (Q2416207) (← links)
- Performance of advanced stock price models when it becomes exotic: an empirical study (Q2701104) (← links)
- (Q3161918) (← links)
- Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach (Q3440865) (← links)