Pricing European Options under a Fuzzy Mixed Weighted Fractional Brownian Motion Model with Jumps
This study investigates the pricing formula for European options when the underlying asset follows a fuzzy mixed weighted fractional Brownian motion within a jump environment. We construct a pricing model for European options driven by fuzzy mixed weighted fractional Brownian motion with jumps. By c...
Wedi'i Gadw mewn:
| Prif Awduron: | , |
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| Fformat: | Artigo |
| Iaith: | Inglês |
| Cyhoeddwyd: |
MDPI AG
2023-11-01
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| Cyfres: | Fractal and Fractional |
| Pynciau: | |
| Mynediad Ar-lein: | https://www.mdpi.com/2504-3110/7/12/859 |
| Tagiau: |
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
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