A novel fractional first-hitting time model with floating interest rate and application in carbon barrier option

Journal of Computational and Applied Mathematics 2026

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Authors: Ting Jin, Ning Li, Yang Liu, Yi Wang

DOI: 10.1016/j.cam.2026.117555

Cited by: 3

References: 29

Fields of Study & Subjects

Stochastic processes and financial applications Capital Investment and Risk Analysis Risk and Portfolio Optimization

References 29