Option price computation under binary control regime switching triple-factor stochastic volatility model

DOI10.15672/HUJMS.1538345MaRDI QIDQ6897319zbMATH OpenFDO

Authors Philip Ajibola Bankole, O. O. Ugbebor, M. E. Egwe

Publication date 20 November 2025

Published in Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

zbMATH Keywords

binary controleconomic recessionoption computationtriple factor stochastic volatility

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60)

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