Work

Pricing Asian options under the mixed fractional Brownian motion with jumps

Year: 2024

Type: article

Source: Mathematics and Computers in Simulation

DOI: 10.1016/j.matcom.2024.06.014

Authors: F. Shokrollahi, D. Ahmadian, L.V. Ballestra

Institutions: University of Vaasa, University of Tabriz, University of Bologna

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4400316463

FWCI: 8.576

Cites: 25

Cited by: 24

Related to: 10