Option Pricing under Double Heston Jump-Diffusion Model with Approximative Fractional Stochastic Volatility
Based on the present studies about the application of approximative fractional Brownian motion in the European option pricing models, our goal in the article is that we adopt the creative model by adding approximative fractional stochastic volatility to double Heston model with jumps since approxima...
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| Auteurs principaux: | , , |
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| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
MDPI AG
2021-01-01
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| Collection: | Mathematics |
| Sujets: | |
| Accès en ligne: | https://www.mdpi.com/2227-7390/9/2/126 |
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