Valuing Option Under Double Heston Jump-Diffusion Model with Stochastic Interest Rate and Approximative Fractional Brownian Motion
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Publication:6130491
DOI10.1007/978-3-031-12416-7_33OpenAlexW4292470328MaRDI QIDQ6130491
Unnamed Author, Khalid Hilal, A. El Hajaji
Publication date: 3 April 2024
Published in: Lecture Notes in Networks and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-031-12416-7_33
Fractional ordinary differential equations (34A08) Fractional partial differential equations (35R11) Fuzzy partial differential equations (35R13) Fuzzy ordinary differential equations (34A07)
Cites Work
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