"Pricing for a vulnerable bull spread options using a mixed modified ..."

Eric Djeutcha, Jules Sadefo Kamdem (2024)

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DOI: 10.1007/S10479-022-04808-Y

access: closed

type: Journal Article

metadata version: 2024-04-15

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Eric Djeutcha, Jules Sadefo Kamdem:
Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model. Ann. Oper. Res. 334(1): 101-131 (2024)

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