Chen, Wenting; Jiang, Xiaoying An IMEX-based approach for the pricing of equity warrants under fractional Brownian motion models. (English) Zbl 1520.91433 ANZIAM J. 64, No. 4, 380-393 (2022). MSC: 91G60 60G22 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Sutthimat, Phiraphat; Mekchay, Khamron; Rujivan, Sanae Closed-form formula for conditional moments of generalized nonlinear drift CEV process. (English) Zbl 1510.91172 Appl. Math. Comput. 428, Article ID 127213, 17 p. (2022). MSC: 91G20 91G30 91G60 60J60 × Cite Format Result Cite Review PDF Full Text: DOI