$Financial applications on fractional Levy Stochastic processes$
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Financial applications on fractional Levy Stochastic processes

In this present work, we perform a numerical analysis of the value of the European style options as well as a sensitivity analysis for the option price with respect to some parameters of the model when the underlying price process is driven by a fractional Lévy process. The option price is given by...

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Bibliographic Details
Main Authors:	Abdullah Aljethi, Reem, Kılıçman, Adem
Format:	Article
Published:	Multidisciplinary Digital Publishing Institute 2022
Online Access:	http://psasir.upm.edu.my/id/eprint/101520/

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