Barrier Option Pricing in the Sub-Mixed Fractional Brownian Motion with Jump Environment
This paper investigates the pricing formula for barrier options where the underlying asset is driven by the sub-mixed fractional Brownian motion with jump. By applying the corresponding <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline">...
| मुख्य लेखकों: | , , |
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| स्वरूप: | लेख |
| भाषा: | English |
| प्रकाशित: |
MDPI AG
2022-04-01
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| श्रृंखला: | Fractal and Fractional |
| विषय: | |
| ऑनलाइन पहुंच: | https://www.mdpi.com/2504-3110/6/5/244 |