Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion
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| Datum: | 2022 |
|---|---|
| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
2022
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| Schriftenreihe: | Mathematical Modeling and Computing |
| Online Zugang: | http://jnas.nbuv.gov.ua/article/UJRN-0001378978 |
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| Назва журналу: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
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Library portal of National Academy of Sciences of Ukraine | LibNAS| _version_ | 1859481050368966656 |
|---|---|
| author | S. Ibrahim M. Laham |
| author_facet | S. Ibrahim M. Laham |
| author_sort | S. Ibrahim |
| collection | Open-Science |
| first_indexed | 2025-07-17T10:44:42Z |
| format | Article |
| id | open-sciencenbuvgovua-2693 |
| institution | Library portal of National Academy of Sciences of Ukraine | LibNAS |
| language | English |
| last_indexed | 2025-07-17T10:44:42Z |
| publishDate | 2022 |
| record_format | dspace |
| series | Mathematical Modeling and Computing |
| spelling | 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 |
| spellingShingle | Mathematical Modeling and Computing S. Ibrahim M. Laham Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion |
| title | 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_short | 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 |
| url | http://jnas.nbuv.gov.ua/article/UJRN-0001378978 |
| work_keys_str_mv | AT sibrahim callwarrantspricingformulaundermixedfractionalbrownianmotionwithmertonjumpdiffusion AT mlaham callwarrantspricingformulaundermixedfractionalbrownianmotionwithmertonjumpdiffusion |