• Media type: E-Article
  • Title: Pricing for a vulnerable bull spread options using a mixed modified fractional Hull–White–Vasicek model
  • Contributor: Djeutcha, Eric; Sadefo Kamdem, Jules
  • imprint: Springer Science and Business Media LLC, 2024
  • Published in: Annals of Operations Research
  • Language: English
  • DOI: 10.1007/s10479-022-04808-y
  • ISSN: 0254-5330; 1572-9338
  • Keywords: Management Science and Operations Research ; General Decision Sciences
  • Origination:
  • Footnote: