An inverse problem for calibrating the volatility in time fractional jump-diffusion option pricing model

Journal of Computational and Applied Mathematics 2026

View at publisher

Authors: Wenxiu Gong, Yesen Sun, Lu Yang

DOI: 10.1016/j.cam.2026.117884

Cited by: 1

References: 35

Fields of Study & Subjects

Stochastic processes and financial applications Complex Systems and Time Series Analysis stochastic dynamics and bifurcation

References 35