Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option
type: Item
instance of: scholarly article
title: Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option
zbMATH Open document ID: 1422.91721
author: Foad Shokrollahi
author: Adem Kilicman
published in: Advances in Difference Equations
publication date: 2019-02-13T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 7021490
zbMATH Keywords: currency option
zbMATH Keywords: actuarial approach
zbMATH Keywords: mixed fractional Brownian motion
zbMATH Keywords: jump process
MaRDI profile type: Publication
full work available at URL: s13662-015-0590-8
OpenAlex ID: W1793012140
Wikidata QID: Q59430184
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DOI: 10.1186/S13662-015-0590-8
description: scientific article; zbMATH DE number 7021490