Option pricing for barrier options under a regime-switching mixed fractional Brownian motion with jumps model

Applied Mathematics and Computation 2026

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Authors: Kefan Liu, Jiangyan Peng, Chenghao Xu

DOI: 10.1016/j.amc.2026.130038

Cited by: 0

References: 41

Fields of Study & Subjects

Stochastic processes and financial applications Fractional Differential Equations Solutions Fuzzy Systems and Optimization

References 41