"Lattice-based model for pricing contingent claims under mixed fractional ..."

Massimo Costabile et al. (2023)

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DOI: 10.1016/J.CNSNS.2022.107042

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type: Journal Article

metadata version: 2023-05-01

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Massimo Costabile, Ivar Massabò, Emilio Russo, Alessandro Staino:
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion. Commun. Nonlinear Sci. Numer. Simul. 118: 107042 (2023)

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