Pricing European Option Under Fuzzy Mixed Fractional Brownian Motion Model with Jumps
Zhang, Wei-Guo, Li, Zhe, Liu, Yong-Jun, Zhang, YueJournal:
Computational Economics
DOI:
10.1007/s10614-020-10043-z
Date:
September, 2020
Fichier:
PDF, 2.39 MB
2020