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scientific article; zbMATH DE number 7338510
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scientific article; zbMATH DE number 7338510

    Statements

    author
    Jingmin Wu
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    Hong Xue
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    Yijia Jia
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    publication date
    26 April 2021
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    zbMATH Keywords
    sub-fractional Brownian motion
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    stochastic volatility
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    Monte Carlo simulation
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    option pricing
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    parameter estimation
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91G60
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    65C05
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    60G22
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    zbMATH DE Number
    7338510
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