N-Fold compound option pricing with technical risk under fractional jump-diffusion model

Autor:	Kaili Xiang, Pingping Zhao, Peimin Chen
Rok vydání:	2021
Předmět:	Control and Optimization Fold (higher-order function) Applied Mathematics Technical risk Jump diffusion Applied mathematics Management Science and Operations Research Compound option Mathematics
Zdroj:	Optimization. 72:713-735
ISSN:	1029-4945 0233-1934
DOI:	10.1080/02331934.2021.1981898
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::12a2e436b690a8fe2c28e13610ed07ce https://doi.org/10.1080/02331934.2021.1981898 Zobrazit plný text záznamu