Pricing Asian options under the mixed fractional Brownian motion with jumps

F. Shokrollahi, D. Ahmadian, L.V. Ballestra

Source record

Source: Crossref

Published: Dec 1, 2024

DOI: 10.1016/j.matcom.2024.06.014

Open original source ↗

Evidence graph

No public relationships recorded yet.

Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.