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"Option pricing in illiquid markets: A fractional jump-diffusion approach."

Donatien Hainaut, Nikolai Leonenko (2021)

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DOI: 10.1016/J.CAM.2020.112995

access: closed

type: Journal Article

metadata version: 2020-07-31

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Donatien Hainaut, Nikolai Leonenko:
Option pricing in illiquid markets: A fractional jump-diffusion approach. J. Comput. Appl. Math. 381: 112995 (2021)

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