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Pricing discrete barrier options under jump-diffusion model with liquidity risk
Li, Zhe; Zhang, Wei-guo; Liu, Yong-Jun; Zhang, Yue - In: International review of economics & finance : IREF 59 (2019), pp. 347-368
Persistent link: https://www.econbiz.de/10012202898
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Pricing European option under fuzzy mixed fractional Brownian motion model with jumps
Zhang, Wei-guo; Li, Zhe; Liu, Yong-Jun; Zhang, Yue - In: Computational economics 58 (2021) 2, pp. 483-515
Persistent link: https://www.econbiz.de/10012615049
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Pricing currency options in a fractional Brownian motion with jumps
Xiao, Wei-lin; Zhang, Wei-guo; Zhang, Xi-li; Wang, Ying-luo - In: Economic modelling 27 (2010) 5, pp. 935-942
Persistent link: https://www.econbiz.de/10008824938
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The double exponential jump diffusion model for pricing European options under fuzzy environments
Zhang, Li-Hua; Zhang, Wei-guo; Xiao, Wei-Lin - In: Economic modelling 29 (2012) 3, pp. 780-786
Persistent link: https://www.econbiz.de/10009545516