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Chen Peimin
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2023
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N-fold compound option
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fractional Brownian Motion
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jump-diffusion model
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technical risk
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Optimization
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N-Fold compound option pricing with technical risk under fractional jump-diffusion model
Journal article
Optimization,2023, volume: 72, issue: 3, pages: 713-735
Authors:
Zhao, Pingping
;
Xiang, Kaili
;
Chen, Peimin
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Submit date：2025/03/25
fractional Brownian Motion
jump-diffusion model
N-fold compound option
phase-specific characteristics
technical risk
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