Results 211 to 220 of about 11,121 (220)

Chaos, fractional kinetics, and anomalous transport

Physics Reports, 2002
exaly  

Fractional quantum anomalous Hall effect in multilayer graphene

Nature
Zhengguang Lu, , Jixiang Yang
exaly  

Pricing Options on Stocks Driven by a Geometric Fractional Brownian Motion

, 2006
Yan Hai-feng
openalex  

Modeling financial environments using geometric fractional Brownian motion model with long memory stochastic volatility

, 2018
Al Haqyan, Mohammed Kamel Mohammed
openalex  

Multilevel Monte Carlo and variance reduction techniques for pricing Asian options on an underlying described by the geometric mixed fractional Brownian motion

2018
openaire   +1 more source

Pricing Options on Commodity Swaps under Geometric Fractional Brownian Motion

, 2006
Wang Ti-biao
openalex  

On Pricing Reload Option in Geometric Fractional Brownian Motion Environment

, 2008
Zhou Sheng-wu
openalex  

The Exchange Option of Pricing Underlying Asset Price Submitted to the Geometric Fractional Brownian Motion

, 2008
Qizhi He
openalex  

Understanding the Geometric Fractional Brownian Motion Model of Crude Oil Movement Optimizing the Hurst Parameter and Scaling Factor Using Data Science Methodology

openaire   +1 more source

Geometrický frakcionální Brownův pohyb

2007
openaire   +2 more sources