Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model | Paper Citation Record

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model , date =

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Pricing Weather Derivatives with Partial Differential Equations of the

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Temperature Stochastic Modeling and Weather Derivatives Pricing: Empirical Study with

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Modeling Temperature and Pricing Weather Derivatives Based on Subordinate

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Temperature Changes in the \

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Weather Derivatives Pricing:

Reference 28

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Fractional

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model On Arbitrage-Free Pricing of Weather Derivatives Based on Fractional

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model A Note on

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Parameter Estimation for the Discretely Observed Fractional

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Maxima of Stochastic Processes Driven by Fractional

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Regularizing Fractional

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Arbitrage in Fractional

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Fractional

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Long Range Dependence in Financial Markets , booktitle =

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Fractional

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Stochastic Analysis of the Fractional

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model and Neuenkirch, A

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Theory and

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Stochastic Calculus for Fractional

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Prediction for Some Processes Related to a Fractional

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model doi:10.1016/j.jmaa.2012.07.062 , url =

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Conditional Distributions of Processes Related to Fractional

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Fractional

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Evaluation of Integrals with Fractional

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model On the Prediction of Fractional

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model No Arbitrage under Transaction Costs, with Fractional

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Parameter Estimation for Fractional

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

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Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Parameter Estimation for Fractional

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Observation e1e49455-a91b-4222-a9c2-2700a3016b86 · outbound

This paper cites Long Range Correlation in Vegetation over.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Long Range Correlation in Vegetation over

Reference 64

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Observation abd7fc92-2873-4d76-a49d-ca1fd7928846 · outbound

This paper cites Fractional iterated Ornstein-Uhlenbeck Processes.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Fractional iterated Ornstein-Uhlenbeck Processes

Reference 65

Resolution: verified exact; local_arxiv, observed 2026-08-05T05:47:09.354229Z

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Observation 6b399ef9-01f1-4bd4-8794-e108641c6991 · outbound

This paper cites Fractional.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Fractional

Reference 66

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Observation 93149c15-5c43-4284-a67a-802245193546 · outbound

This paper cites an unresolved cited work.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

Reference 67

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Observation 29e6285f-cac4-4940-a163-5674d97726ea · outbound

This paper cites Fractional.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Fractional

Reference 68

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.806728Z

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Observation b434b087-dcaa-453c-99eb-b024739c2b9a · outbound

This paper cites an unresolved cited work.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

Reference 69

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.808761Z

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Observation 11cdac7a-82da-403b-981f-55a6ae8a4ebd · outbound

This paper cites an unresolved cited work.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

Reference 70

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.810908Z

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Observation 7ecb8191-b7c3-4ee3-8410-cbcc5586e170 · outbound

This paper cites Spurious Ergodicity Breaking in Normal and Fractional.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Spurious Ergodicity Breaking in Normal and Fractional

Reference 71

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.813234Z

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Observation e4c4d942-5c8c-410f-920c-2f731c562dda · outbound

This paper cites Stochastic representation and pathwise properties of fractional Cox-Ingersoll-Ross process.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Stochastic representation and pathwise properties of fractional Cox-Ingersoll-Ross process

Reference 72

Resolution: metadata mismatch; local_arxiv, observed 2026-08-05T05:47:09.343786Z

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No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

Observation 479281ba-cf76-4cc6-bbe8-fab8ba154d24 · outbound

This paper cites an unresolved cited work.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

Reference 73

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Observation 64d91df0-3b3b-4c3d-aa85-8d86d00fc26e · outbound

This paper cites an unresolved cited work.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

Reference 74

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.820623Z

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Observation 3974cb8a-5f16-48d1-b4f0-99f6628e760f · outbound

This paper cites an unresolved cited work.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

Reference 75

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.822813Z

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Observation 7438ac24-8190-49e4-833a-8299c4b824ae · outbound

This paper cites Linear Estimation of Self-Similar Processes via.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Linear Estimation of Self-Similar Processes via

Reference 76

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.824922Z

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Observation 2bec310f-ce29-448a-98a8-a2b0fd3e97d4 · outbound

This paper cites Long-Range Dependence Analysis of.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Long-Range Dependence Analysis of

Reference 77

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Observation a1f32b77-7d00-4ba7-91e3-ddc266e69d90 · outbound

This paper cites Integration Questions Related to Fractional.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Integration Questions Related to Fractional

Reference 78

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.829193Z

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Observation fcd2834c-9c67-4ed4-b3c1-1fa2509481aa · outbound

This paper cites Are Classes of Deterministic Integrands for Fractional.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Are Classes of Deterministic Integrands for Fractional

Reference 79

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.831218Z

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Observation 485a387e-9851-434b-a9c2-97f0eb99f2e9 · outbound

This paper cites Deconvolution of Fractional.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Deconvolution of Fractional

Reference 80

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Observation bf440ca8-5aa2-4e2a-b6c2-0192d1420a1b · outbound

This paper cites an unresolved cited work.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

Reference 81

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.835567Z

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Observation 39d3e1f7-2e84-46dc-9287-4e7ef6c5b33f · outbound

This paper cites On a Fractional.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model On a Fractional

Reference 82

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.837671Z

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Observation 7b1b8049-eef2-470c-af5b-267e0797fc60 · outbound

This paper cites Itô Integrals for Fractional.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Itô Integrals for Fractional

Reference 83

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.839751Z

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Observation c1d89938-59ac-4e4b-b694-524d8c6e14a6 · outbound

This paper cites An Active Fractional.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model An Active Fractional

Reference 84

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.841857Z

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Observation 70214681-cb72-467d-ada1-032c92021b4c · outbound

This paper cites Arbitrage with Fractional.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Arbitrage with Fractional

Reference 85

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.843966Z

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Observation 2cf81c42-e905-4765-8a24-7ffce20a57c0 · outbound

This paper cites , editor =.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model , editor =

Reference 86

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.846073Z

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Observation a2d1816f-ccd1-4e34-b442-49d700ca7562 · outbound

This paper cites The Fractional.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model The Fractional

Reference 87

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.848217Z

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Observation 5155a768-2997-4093-bacc-f6b9ae5c6d6f · outbound

This paper cites an unresolved cited work.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

Reference 88

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.851017Z

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Observation bc7de886-4cad-459d-8749-c343bce12f06 · outbound

This paper cites Volatility.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Volatility

Reference 89

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.853532Z

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Observation a5a0c5c0-1d24-422e-99a0-03d73cb541ac · outbound

This paper cites Fractional.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Fractional

Reference 90

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Observation 699ec4c6-5b6c-4b1b-997d-75a3de903e17 · outbound

This paper cites an unresolved cited work.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

Reference 91

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.858103Z

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Observation d86fc4b9-c7b0-4d80-8477-d72edc108777 · outbound

This paper cites doi:10.1111/jori.70063 , url =.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model doi:10.1111/jori.70063 , url =

Reference 92

Resolution: verified exact; doi, observed 2026-08-05T05:47:09.327737Z

Source-reported events for the cited work

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Observation 5aafca33-2de8-4735-a33b-c16996622ddf · outbound

This paper cites , date =.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model , date =

Reference 93

Resolution: verified exact; doi, observed 2026-08-05T05:47:09.320136Z

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No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

Observation 688341f4-b69b-4355-a024-0e6d3aefd33b · outbound

This paper cites Rough Paths Methods 2:.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Rough Paths Methods 2:

Reference 94

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.865004Z

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Observation ed8d47b8-209f-457a-95df-0574aba0d32a · outbound

This paper cites Modeling and Forecasting Realized Volatility with the Fractional.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Modeling and Forecasting Realized Volatility with the Fractional

Reference 95

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.867206Z

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Observation 4bd2fe99-9685-4e1c-938d-f7564df45b84 · outbound

This paper cites Fractional.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Fractional

Reference 96

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.869322Z

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Observation 794f20ed-d651-4640-ab75-56b7a129e394 · outbound

This paper cites Simulation of Stationary.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Simulation of Stationary

Reference 97

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Observation dc37a489-147f-4de8-80f5-4e988fcf1b26 · outbound

This paper cites Parameter Estimation for Fractional.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Parameter Estimation for Fractional

Reference 98

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.874115Z

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Observation b34885e3-73ee-4fc0-93b2-0696b56681a6 · outbound

This paper cites Stochastic Mortality Dynamics Driven by Mixed Fractional.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Stochastic Mortality Dynamics Driven by Mixed Fractional

Reference 99

Resolution: unresolved; no resolver link, observed 2026-08-05T05:47:08.876573Z

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Observation e694884e-08f9-45ab-9d0b-3f4e5c893cb3 · outbound

This paper cites an unresolved cited work.

Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model Unresolved cited work

Reference 100

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