Option pricing in a fractional-经管之家(原经济论坛)-经济、管理、金融、统计在线教育和咨询网站

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Option Pricing in Fractional Brownian Markets
7 个回复 - 1903 次查看 Option Pricing in Fractional Brownian Markets by Stefan Rostek The scientific debate of recent years about option pricing with respect to fractional Brownian motion was focused on the feasibili ...2015-3-1 04:19 - SleepyTom - 金融工程（数量金融）与金融衍生品

求Option pricing for processes driven by mixed fractional Brownian motion with s
3 个回复 - 777 次查看【作者(必填)】BLSP Rao 【文题(必填)】Option pricing for processes driven by mixed fractional Brownian motion with superimposed jumps 【年份(必填)】2015 【全文链接或数据库名称(选填)】 Probabi ...2016-12-4 19:15 - weilinhy - 求助成功区

Option Pricing in a Fractional Brownian Motion Environment
4 个回复 - 989 次查看作者 Ciprian Necula. 文题 Option Pricing in a Fractional Brownian Motion Environment 年份 Mathematical Reports，2004年6卷3期: 259-273. google 上可以搜索到，但是没有期刊名称等，希望能 ...2012-11-19 16:26 - 无诺 - 文献求助专区

elsevier:Pricing currency options in the mixed fractional Brownian motion
1 个回复 - 947 次查看【作者(必填)】 L.SUn 【文题(必填)】 Pricing currency options in the mixed fractional Brownian motion【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/ ...2013-7-2 20:43 - qijiongli - 求助成功区

Pricing European option with transaction costs under the fractional long memory
2 个回复 - 1250 次查看【作者(必填)】 Xiao-Tian Wanga,Min Wua, Ze-Min Zhoub, Wei-Shu Jing 【文题(必填)】 Pricing European option with transaction costs under the fractional long memory stochastic volatility model 【年份 ...2012-9-27 10:57 - 无诺 - 求助成功区

Option pricing of a mixed fractional–fractional version
2 个回复 - 1425 次查看【作者】Jian-Hong Chen, Fu-Yao Ren, Wei-Yuan Qiu 【文题】Option pricing of a mixed fractional–fractional version of the Black–Scholes model 【年份】Volume 21, Issue 5, September 2004, Pages 11 ...2012-8-25 12:46 - 无诺 - 求助成功区

Model of Option Pricing Driven by Fractional Ornstein-Uhlenback Process
1 个回复 - 711 次查看【作者(必填)】【文题(必填)】Model of Option Pricing Driven by Fractional Ornstein-Uhlenback Process 【年份(必填)】【全文链接或数据库名称(选填)】http://en.cnki.com.cn/Article_en/CJFDTOTAL-ZGGK ...2016-12-16 12:30 - ssylzz - 求助成功区

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