default search action
"Pricing Asian options under the mixed fractional Brownian motion with jumps."
F. Shokrollahi, Davood Ahmadian, Luca Vincenzo Ballestra (2024)
- F. Shokrollahi, Davood Ahmadian, Luca Vincenzo Ballestra:
Pricing Asian options under the mixed fractional Brownian motion with jumps. Math. Comput. Simul. 226: 172-183 (2024)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.