Jiangyan Peng

According to our database¹, Jiangyan Peng authored at least 2 papers in 2026.

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2026

Pricing geometric Asian options with liquidity risk under a regime-switching mixed fractional Brownian motion with jumps model.

[DOI]

Math. Comput. Simul., 2026

Option pricing for barrier options under a regime-switching mixed fractional Brownian motion with jumps model.

[DOI]

Appl. Math. Comput., 2026