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Stochastic process
4
Stochastischer Prozess
4
Fractional Brownian Motion
3
Option pricing theory
3
Optionspreistheorie
3
Arbitrage
1
Closed-Form Solution
1
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1
Credit Default Swap
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Credit derivative
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European Option
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Hyperbolic Attenuation Effect
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Itô Semimartingale
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Looping Default
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Merton Model
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Mixed Fractional Brownian Motion
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Option trading
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Optionsgeschäft
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Swap
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Journal of mathematical finance
Physica A: Statistical Mechanics and its Applications
33
Statistical Inference for Stochastic Processes
22
Stochastic Processes and their Applications
18
Statistics & Probability Letters
13
Quantitative finance
9
MPRA Paper
7
Cowles Foundation Discussion Papers
6
International journal of theoretical and applied finance
6
Advances in Economic and Financial Research - DOFIN Working Paper Series
4
Econometric reviews
4
Finance and Stochastics
4
Risk and decision analysis
4
CREATES Research Papers
3
Computational economics
3
Finance and stochastics
3
International journal of financial engineering
3
LSE Research Online Documents on Economics
3
Mathematics and Computers in Simulation (MATCOM)
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
RePAd Working Paper Series
3
Risks : open access journal
3
Agricultural Finance Review
2
Agricultural finance review
2
Annals of finance
2
BORRADORES DE ECONOMIA
2
Borradores de Economia
2
Discussion Papers / Business School, University of Exeter
2
Economic Modelling
2
Economic modelling
2
Finance
2
Financial innovation : FIN
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Mathematical finance
2
Mathematics and financial economics
2
Mathematics of operations research
2
Quantitative Finance
2
SSE/EFI Working Paper Series in Economics and Finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Tübinger Diskussionsbeiträge
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1
Mixed fractional Merton model to evaluate European options with transaction costs
Shokrollahi, Foad
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 623-639
Persistent link: https://www.econbiz.de/10012016527
Saved in:
2
Attenuated model of pricing credit default swap under the
fractional
Brownian
motion
environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
Saved in:
3
Evaluation of geometric Asian power options under
fractional
Brownian
motion
Mao, Zhijuan
;
Liang, Zhian
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10010422095
Saved in:
4
Is the driving force of a continuous process a Brownian motion or
fractional
Brownian
motion
?
Kong, Xinbing
;
Jing, Bingyi
;
Li, Cuixia
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 454-464
Persistent link: https://www.econbiz.de/10010240795
Saved in:
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