"Pricing Asian options under the mixed fractional Brownian motion with jumps."

F. Shokrollahi, Davood Ahmadian, Luca Vincenzo Ballestra (2024)

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DOI: 10.1016/J.MATCOM.2024.06.014

access: closed

type: Journal Article

metadata version: 2024-08-22

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F. Shokrollahi, Davood Ahmadian, Luca Vincenzo Ballestra:
Pricing Asian options under the mixed fractional Brownian motion with jumps. Math. Comput. Simul. 226: 172-183 (2024)

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