On Barrier Binary Options in the Telegraph-like Financial Market Model
The article continues the study of the market model based on jump-telegraph processes. It is assumed that the price of a risky asset follows the stochastic exponential of a piecewise linear process, equipped with jumps that occur at the moments of a pattern change. In this case, the standard option...
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| Format: | Article |
| Language: | English |
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MDPI AG
2022-09-01
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| Series: | Computation |
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| Online Access: | https://www.mdpi.com/2079-3197/10/9/163 |