Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion

Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion

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Bibliographic Details
Date:2022
Main Authors: S. Ibrahim, M. Laham
Format: Article
Language:English
Published: 2022
Series:Mathematical Modeling and Computing
Online Access:http://jnas.nbuv.gov.ua/article/UJRN-0001378978
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Journal Title:Library portal of National Academy of Sciences of Ukraine | LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS
id open-sciencenbuvgovua-2693
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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
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
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