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Pricing Formula for European Option in Regime-Switching Mixed Fractional Brownian Motion Model with Jumps

Published Online: 2022-04-08

Published Print: 2022-04

Authors

Kim, Kyong-Hui

Jo, Ho-Bom

Kim, Jong-Kuk
License Information

Text and Data Mining valid from 2022-04-01

Version of Record valid from 2022-04-01
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Article History

Received: 24 June 2021

Accepted: 18 February 2022

First Online: 8 April 2022

Declarations

:

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

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