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Modern Stochastics: Theory and Applications


Cited by 2
European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process

PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018)
G. Christanto, B. D. Handari, H. Tasman
https://doi.org/10.1063/1.5132452
Conference:  PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018) (PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018)) Volume 2168 (2019), p. 020025
Arbitrage in the Hermite Binomial Market
Xuwen Cheng, Yiran Zheng, Xili Zhang
https://doi.org/10.3390/fractalfract6120702
Journal:  Fractal and Fractional Volume 6, Issue 12 (2022), p. 702


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