Found 11 Documents (Results 1–11)
Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility. (English) Zbl 07570934
On the approximation of Lévy driven Volterra processes and their integrals. (English) Zbl 1422.60064
Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications. (English) Zbl 1415.60040
Mathematical model of stock prices via a fractional Brownian motion model with adaptive parameters. (English) Zbl 1298.91154
An approximate approach to fractional stochastic integration and its applications. (English) Zbl 1298.60060
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