Fractal barrier option pricing under sub-mixed fractional Brownian motion with jump processes
In this work, we mainly focused on the pricing formula for fractal barrier options where the underlying asset followed the sub-mixed fractional Brownian motion with jump, including the down-and-out call option, the down-and-out put option, the down-and-in call option, the down-and-in put option, and...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2024-10-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.20241496?viewType=HTML |
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