Search Results - "Brownian motion"

Pricing currency options by generalizations of the mixed fractional brownian motion by Shokrollahi, Foad

Subjects: “…Brownian motion processes…”
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Fractional black-scholes models: complete mle with application to fractional option pricing by Misiran, Masnita, Lu, Z., Teo, Kok Lay

Subjects: “…geometric fractional Brownian motion…”
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Stability analysis of a type of stochastic integro-differential interval system by Qiao, X, Zhang, Y., Xie, R, xu, Honglei

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Survival in export markets by Albornoz, Facundo, Fanelli, Sebastián, Hallak, Juan Carlos

Subjects: “…Survival; Export dynamics; Fixed cost; Sunk cost; Productivity; Firm heterogeneity; Geometric Brownian motion…”
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Spreading the Financial Binary Code: A Valuation Methodology of Financial Binary Bets by Mistry, Suresh Bhupendra

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Optimal Filtering of Linear System Driven by Fractional Brownian Motion by Misiran, Masnita, Wu, C., Lu, Z., Teo, Kok Lay

Subjects: “…fractional Brownian motion…”
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Modeling and pricing financial assets under long memory processes by Misiran, Masnita

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