2024-03-28T22:25:36Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7654076
2023-02-16T07:00:20Z
60
91
Costabile, Massimo; Massabó, Ivar; Russo, Emilio; Staino, Alessandro
2023
7654076
English
Elsevier, Amsterdam
https://zbmath.org/07654076
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Commun. Nonlinear Sci. Numer. Simul. 118, Article ID 107042, 13 p. (2023).
91G20; 60G22; 60G40
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion
j