British Put Option Pricing Under Mixed Fractional Brownian Motion Environment

Michele Marie F. Mahinay; Elvira P. De Lara Tuprio; Emmanuel A. Cabral

doi:10.1063/5.0327263

British Put Option Pricing Under Mixed Fractional Brownian Motion Environment

Michele Marie F. Mahinay
, Elvira P. De Lara Tuprio
, Emmanuel A. Cabral

Department of Mathematics

Ateneo de Manila University

Research output: Contribution to journal › Conference article › peer-review

Original language	English
Article number	110003
Journal	AIP Conference Proceedings
Volume	3444
Issue number	1
DOIs	https://doi.org/10.1063/5.0327263
State	Published - Jun 9 2026
Event	International Conference on Mathematical Sciences and Technology 2024, MathTech 2024 - Penang, Malaysia Duration: Dec 3 2024 → Dec 5 2024

ASJC Scopus Subject Areas

General Physics and Astronomy

Access to Document

10.1063/5.0327263

Cite this

@article{435ea402b09645898ab98d5ffaaa990c,

title = "British Put Option Pricing Under Mixed Fractional Brownian Motion Environment",

author = "Mahinay, \{Michele Marie F.\} and \{De Lara Tuprio\}, \{Elvira P.\} and Cabral, \{Emmanuel A.\}",

note = "Publisher Copyright: {\textcopyright} 2026 Author(s); International Conference on Mathematical Sciences and Technology 2024, MathTech 2024 ; Conference date: 03-12-2024 Through 05-12-2024",

year = "2026",

month = jun,

day = "9",

doi = "10.1063/5.0327263",

language = "English",

volume = "3444",

journal = "AIP Conference Proceedings",

issn = "0094-243X",

publisher = "American Institute of Physics",

number = "1",

}

TY - JOUR

T1 - British Put Option Pricing Under Mixed Fractional Brownian Motion Environment

AU - Mahinay, Michele Marie F.

AU - De Lara Tuprio, Elvira P.

AU - Cabral, Emmanuel A.

PY - 2026/6/9

Y1 - 2026/6/9

UR - https://www.scopus.com/pages/publications/105042402219

UR - https://www.scopus.com/pages/publications/105042402219#tab=citedBy

U2 - 10.1063/5.0327263

DO - 10.1063/5.0327263

M3 - Conference article

AN - SCOPUS:105042402219

SN - 0094-243X

VL - 3444

JO - AIP Conference Proceedings

JF - AIP Conference Proceedings

IS - 1

M1 - 110003

T2 - International Conference on Mathematical Sciences and Technology 2024, MathTech 2024

Y2 - 3 December 2024 through 5 December 2024

ER -

British Put Option Pricing Under Mixed Fractional Brownian Motion Environment

ASJC Scopus Subject Areas

Access to Document

Other files and links

Fingerprint

Cite this