High-Frequency Trading with Fractional Brownian Motion

On hedging European options in geometric fractional Brownian motion market model

Схоже за: Financial Markets and Investment Strategies · Stochastic processes and financial applications · Financial Risk and Volatility Modeling

High-frequency trading with fractional Brownian motion

Схоже за: Financial Markets and Investment Strategies · Stochastic processes and financial applications · Financial Risk and Volatility Modeling

Efficient valuation and exercise boundary of American fractional lookback option in a mixed jump-diffusion model

Схоже за: Financial Markets and Investment Strategies · Stochastic processes and financial applications · Financial Risk and Volatility Modeling

The optimal hedging price of a European type contingent claim

Схоже за: Financial Markets and Investment Strategies · Stochastic processes and financial applications · Financial Risk and Volatility Modeling

Assessment of the Financial Trading Efficiency Under Globalization

Схоже за: Financial Markets and Investment Strategies · Financial Risk and Volatility Modeling

Approximation of multifractional Brownian motion by absolutely continuous processes

Схоже за: Stochastic processes and financial applications · Financial Risk and Volatility Modeling