"Pricing Compound and Extendible Options under Mixed Fractional Brownian ..."

Foad Shokrollahi (2019)

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DOI: 10.3390/AXIOMS8020039

access: open

type: Journal Article

metadata version: 2020-10-26

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  - https://dblp.org/rec/journals/axioms/Shokrollahi19
Foad Shokrollahi:
Pricing Compound and Extendible Options under Mixed Fractional Brownian Motion with Jumps. Axioms 8(2): 39 (2019)

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