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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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2022-09-01
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| coleção: | Computation |
| Assuntos: | |
| Acesso em linha: | https://www.mdpi.com/2079-3197/10/9/163 |
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