OpenAlex
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion
Work
Year: 2022
Type: article
Source: Communications in Nonlinear Science and Numerical Simulation
Authors Massimo Costabile, Ivar Massabò, Emilio Russo, Alessandro Staino
Institution University of Calabria
Cites: 32
Cited by: 4
Related to: 10
FWCI: 0.794
Citation percentile (by year/subfield): 67.4
Topic: Financial Risk and Volatility Modeling
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed