Option Pricing with Fractional Stochastic Volatility and Discontinuous Payoff Function of Polynomial Growth
Crossref DOI link: https://doi.org/10.1007/s11009-018-9650-3
Published Online: 2018-08-06
Published Print: 2019-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bezborodov, Viktor
Di Persio, Luca
Mishura, Yuliya http://orcid.org/0000-0002-6877-1800
Funding for this research was provided by:
Gruppo Nazionale per l’Analisi Matematica, la Probabilità e le loro Applicazioni
Text and Data Mining valid from 2018-08-06
Article History
Received: 14 August 2016
Revised: 30 May 2018
Accepted: 29 June 2018
First Online: 6 August 2018