Pricing European option under fuzzy mixed fractional Brownian motion model with jumps
Wei-Guo Zhang, Zhe Li, Yong-Jun Liu, Yue Zhang
Year of publication: |
2021
|
---|---|
Authors: | Zhang, Wei-guo ; Li, Zhe ; Liu, Yong-Jun ; Zhang, Yue |
Subject: | Fuzzy stochastic differential equation | Mixed fractional Brownian motion | European option pricing | Fuzzy jump-diffusion | Interpolation search algorithm | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Fuzzy-Set-Theorie | Fuzzy sets | Analysis | Mathematical analysis |
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