Fuzzy Pricing of Barrier Options with Jump Diffusion Mixed Fractional Brownian Motion.
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| Title: | Fuzzy Pricing of Barrier Options with Jump Diffusion Mixed Fractional Brownian Motion. |
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| Authors: | Zhang, Weiting1 (AUTHOR) yyqxzwt@163.com, He, Guitian1 (AUTHOR) heguitian100@163.com, Hu, Bao Qing1 (AUTHOR) bqhu@whu.edu.cn, Liu, Heng1 (AUTHOR) liuheng122@gmail.com |
| Source: | International Journal of Fuzzy Systems. Jul2026, Vol. 28 Issue 5, p1533-1556. 24p. |
| Database: | Mathematics Source |
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| ISSN: | 15622479 |
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| DOI: | 10.1007/s40815-025-02037-6 |