Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion
Збережено в:
| Дата: | 2022 |
|---|---|
| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
2022
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| Назва видання: | Mathematical Modeling and Computing |
| Онлайн доступ: | http://jnas.nbuv.gov.ua/article/UJRN-0001378978 |
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| Назва журналу: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Репозитарії
Library portal of National Academy of Sciences of Ukraine | LibNAS| id |
open-sciencenbuvgovua-2693 |
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| record_format |
dspace |
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open-sciencenbuvgovua-26932023-09-12T18:01:17Z Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion S. Ibrahim M. Laham 2312-9794 2022 en Mathematical Modeling and Computing http://jnas.nbuv.gov.ua/article/UJRN-0001378978 Article |
| institution |
Library portal of National Academy of Sciences of Ukraine | LibNAS |
| collection |
Open-Science |
| language |
English |
| series |
Mathematical Modeling and Computing |
| spellingShingle |
Mathematical Modeling and Computing S. Ibrahim M. Laham Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion |
| format |
Article |
| author |
S. Ibrahim M. Laham |
| author_facet |
S. Ibrahim M. Laham |
| author_sort |
S. Ibrahim |
| title |
Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion |
| title_short |
Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion |
| title_full |
Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion |
| title_fullStr |
Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion |
| title_full_unstemmed |
Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion |
| title_sort |
call warrants pricing formula under mixed-fractional brownian motion with merton jump-diffusion |
| publishDate |
2022 |
| url |
http://jnas.nbuv.gov.ua/article/UJRN-0001378978 |
| work_keys_str_mv |
AT sibrahim callwarrantspricingformulaundermixedfractionalbrownianmotionwithmertonjumpdiffusion AT mlaham callwarrantspricingformulaundermixedfractionalbrownianmotionwithmertonjumpdiffusion |
| first_indexed |
2025-07-17T10:44:42Z |
| last_indexed |
2025-07-17T10:44:42Z |
| _version_ |
1850410864465674240 |