N-Fold Compound Option Pricing Based on Mixed Fractional Jump-Diffusion Model

GUO Jingjun, ZHU Wenqi, WANG Yubing

Journal of Systems Science and Mathematical Sciences ›› 2025, Vol. 45 ›› Issue (3) : 941-960.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2025, Vol. 45 ›› Issue (3) : 941-960. DOI: 10.12341/jssms23917

N-Fold Compound Option Pricing Based on Mixed Fractional Jump-Diffusion Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2025, 45(3): 941-960 https://doi.org/10.12341/jssms23917

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