A novel fractional first-hitting time model with floating interest rate and application in carbon barrier option
Ting Jin; Ning Li; Yang Liu; Yi Wang
- Published
- Publisher
- Elsevier BV
- Journal / collection
- Journal of Computational and Applied Mathematics
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1016/j.cam.2026.117555
The original publisher provides the full text and its access options.
Cite this source
Ting Jin; Ning Li; Yang Liu; Yi Wang. A novel fractional first-hitting time model with floating interest rate and application in carbon barrier option. Journal of Computational and Applied Mathematics. 2026-10. https://doi.org/10.1016/j.cam.2026.117555