A Monte-Carlo approach for pricing arithmetic Asian rainbow options under the mixed fractional Brownian motion
Year: 2022
Type: article
Source: Chaos Solitons & Fractals
Authors: D. Ahmadian, L.V. Ballestra, F. Shokrollahi
Institutions: University of Tabriz, University of Bologna, University of Vaasa
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W4224252279