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Malliavin differentiability of CEV-type Heston model
Tsumurai, Shota - In: Journal of mathematical finance 10 (2020) 1, pp. 173-199
Persistent link: https://www.econbiz.de/10012545592
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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
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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
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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