Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Djeutcha, Eric"'
Autor:
Djeutcha, Eric1 (AUTHOR), Sadefo Kamdem, Jules2 (AUTHOR) jules.sadefo-kamdem@umontpellier.com
Publikováno v:
Annals of Operations Research. Mar2024, Vol. 334 Issue 1-3, p101-131. 31p.
Autor:
Djeutcha, Eric, Kamdem, Jules Sadefo
Publikováno v:
In Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena November 2021 152
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
Njomen, Didier Alain Njamen1 didiernjamen1@gmail.com, Djeutcha, Eric1 djeutchaeric@yahoo.fr, Fono, Louis-Aimé2 lfono2000@yahoo.fr
Publikováno v:
European Journal of Pure & Applied Mathematics. 2019, Vol. 12 Issue 2, p448-468. 21p. 13 Charts, 1 Graph.
Autor:
Djeutcha, Eric, Sadefo-Kamdem, Jules
Publikováno v:
2nd Financial Economics Meeting: Crisis Challenges (FEM-2021)
2nd Financial Economics Meeting: Crisis Challenges (FEM-2021), EDC Paris Business School; ESSCA School of Management, Paris (France); CY Cergy Paris University, Cergy (France), Jul 2021, Paris, France. ⟨10.13140/RG.2.2.11881.21608⟩
2nd Financial Economics Meeting: Crisis Challenges (FEM-2021), EDC Paris Business School; ESSCA School of Management, Paris (France); CY Cergy Paris University, Cergy (France), Jul 2021, Paris, France. ⟨10.13140/RG.2.2.11881.21608⟩
International audience; We price options so as to take into account the existence of memory (short or long) characterizing the stochastic processes that generate prices, volatility and interest rates. In particular, we propose a model for Bull Spread
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d7beefb7c918e1e09f209af8c1fcf402
https://hal.archives-ouvertes.fr/hal-03327512
https://hal.archives-ouvertes.fr/hal-03327512
In this paper, The generalized Mixed-Modified-Fractional-Merton like partial differential equation with multi-assets under mixed modified fractional geometric Brownian motion was derived. The multidimensional Mellin transform was applied to derive th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2bcc79e61436cc9cd8b8f2a897026927