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...
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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI AG
2023-11-01
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| Col·lecció: | Fractal and Fractional |
| Matèries: | |
| Accés en línia: | https://www.mdpi.com/2504-3110/7/12/859 |
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