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Option pricing under sub-mixed fractional Brownian motion based on time-varying implied volatility using intelligent algorithms

Published Online: 2023-06-24

Published Print: 2023-10

Authors

Guo, Jingjun

Kang, Weiyi https://orcid.org/0009-0006-2132-0689
Wang, Yubing
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Text and Data Mining valid from 2023-06-24

Version of Record valid from 2023-06-24
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Article History

Accepted: 21 May 2023

First Online: 24 June 2023

Declarations

:

: The authors declare that they have no conflict of interest.

: All authors of the article consent to participate.

: All authors of the article consent to publish.

: This article does not contain any studies with human participants or animals performed by any of the authors.

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