{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,6]],"date-time":"2026-03-06T09:53:49Z","timestamp":1772790829548,"version":"3.50.1"},"reference-count":59,"publisher":"Informa UK Limited","issue":"3","funder":[{"name":"the Double First-Class Key Research Project of Gansu Provincial Department of Education under Grant","award":["GSSYLXM-06"],"award-info":[{"award-number":["GSSYLXM-06"]}]},{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["72361016"],"award-info":[{"award-number":["72361016"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"name":"The Doctoral Research Innovation Project of Lanzhou University of Finance and Economics","award":["2022D01"],"award-info":[{"award-number":["2022D01"]}]}],"content-domain":{"domain":["www.tandfonline.com"],"crossmark-restriction":true},"short-container-title":["Communications in Statistics - Simulation and Computation"],"published-print":{"date-parts":[[2026,3,4]]},"DOI":"10.1080\/03610918.2024.2413907","type":"journal-article","created":{"date-parts":[[2024,10,21]],"date-time":"2024-10-21T01:35:32Z","timestamp":1729474532000},"page":"676-710","update-policy":"https:\/\/doi.org\/10.1080\/tandf_crossmark_01","source":"Crossref","is-referenced-by-count":2,"title":["European vulnerable options pricing under sub-mixed fractional jump-diffusion model with stochastic interest rate"],"prefix":"10.1080","volume":"55","author":[{"given":"Jingjun","family":"Guo","sequence":"first","affiliation":[{"name":"School of Statistics and Data Science, Lanzhou University of Finance and Economics Lanzhou","place":["Gansu, P. R. China"]},{"name":"Center for Quantitative Analysis of Gansu Economic Development Lanzhou","place":["Gansu, P. R. China"]}]},{"ORCID":"https:\/\/orcid.org\/0009-0008-1207-947X","authenticated-orcid":false,"given":"Yubing","family":"Wang","sequence":"additional","affiliation":[{"name":"School of Statistics and Data Science, Lanzhou University of Finance and Economics Lanzhou","place":["Gansu, P. R. China"]}]},{"given":"Weiyi","family":"Kang","sequence":"additional","affiliation":[{"name":"School of Statistics and Data Science, Lanzhou University of Finance and Economics Lanzhou","place":["Gansu, P. R. China"]}]}],"member":"301","published-online":{"date-parts":[[2024,10,20]]},"reference":[{"key":"e_1_3_5_2_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2021.125974"},{"key":"e_1_3_5_3_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2012.12.006"},{"key":"e_1_3_5_4_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.chaos.2021.111442"},{"key":"e_1_3_5_5_1","doi-asserted-by":"publisher","DOI":"10.1086\/260062"},{"key":"e_1_3_5_6_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.spl.2004.06.035"},{"key":"e_1_3_5_7_1","doi-asserted-by":"publisher","DOI":"10.1142\/S2424786317500347"},{"key":"e_1_3_5_8_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2006.04.110"},{"key":"e_1_3_5_9_1","doi-asserted-by":"publisher","DOI":"10.1007\/s11579-023-00339-7"},{"key":"e_1_3_5_10_1","doi-asserted-by":"publisher","DOI":"10.1155\/jamsa\/2006\/32435"},{"key":"e_1_3_5_11_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10614-021-10121-w"},{"key":"e_1_3_5_12_1","doi-asserted-by":"publisher","DOI":"10.2307\/1911242"},{"key":"e_1_3_5_13_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10479-022-04808-y"},{"key":"e_1_3_5_14_1","doi-asserted-by":"publisher","DOI":"10.1137\/S036301299834171X"},{"key":"e_1_3_5_15_1","doi-asserted-by":"publisher","DOI":"10.1080\/03610926.2015.1100740"},{"key":"e_1_3_5_16_1","doi-asserted-by":"publisher","DOI":"10.1007\/s00500-019-03862-2"},{"key":"e_1_3_5_17_1","doi-asserted-by":"publisher","DOI":"10.1007\/s00500-023-08647-2"},{"key":"e_1_3_5_18_1","doi-asserted-by":"publisher","DOI":"10.1017\/S0269964817000493"},{"key":"e_1_3_5_19_1","doi-asserted-by":"publisher","DOI":"10.3934\/jimo.2021057"},{"key":"e_1_3_5_20_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.chaos.2022.112003"},{"key":"e_1_3_5_21_1","doi-asserted-by":"publisher","DOI":"10.3390\/fractalfract6050244"},{"key":"e_1_3_5_22_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1987.tb02567.x"},{"key":"e_1_3_5_23_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.najef.2021.101624"},{"key":"e_1_3_5_24_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.cam.2022.114496"},{"key":"e_1_3_5_25_1","doi-asserted-by":"publisher","DOI":"10.1007\/s13540-023-00233-5"},{"key":"e_1_3_5_26_1","doi-asserted-by":"publisher","DOI":"10.1016\/0378-4266(95)00052-6"},{"key":"e_1_3_5_27_1","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.48.8.1086.166"},{"key":"e_1_3_5_28_1","doi-asserted-by":"publisher","DOI":"10.1080\/03610918.2020.1864645"},{"key":"e_1_3_5_29_1","doi-asserted-by":"publisher","DOI":"10.3934\/math.2021422"},{"key":"e_1_3_5_30_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10614-019-09929-4"},{"key":"e_1_3_5_31_1","doi-asserted-by":"publisher","DOI":"10.1007\/s12046-020-1289-4"},{"key":"e_1_3_5_32_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.cam.2020.112796"},{"key":"e_1_3_5_33_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1974.tb03058.x"},{"key":"e_1_3_5_34_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(76)90022-2"},{"issue":"3","key":"e_1_3_5_35_1","first-page":"259","article-title":"Option pricing in a fractional Brownian motion environment","volume":"2","author":"Necula C.","year":"2008","unstructured":"Necula, C. 2008. Option pricing in a fractional Brownian motion environment. Advances in Economic and Financial Research-DOFIN Working Paper Series 2 (3):259\u201373.","journal-title":"Advances in Economic and Financial Research-DOFIN Working Paper Series"},{"key":"e_1_3_5_36_1","doi-asserted-by":"publisher","DOI":"10.1155\/2018\/4047350"},{"key":"e_1_3_5_37_1","doi-asserted-by":"publisher","DOI":"10.3233\/JIFS-191551"},{"key":"e_1_3_5_38_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2015.11.013"},{"key":"e_1_3_5_39_1","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2016.1272763"},{"key":"e_1_3_5_40_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.cam.2018.05.042"},{"key":"e_1_3_5_41_1","doi-asserted-by":"publisher","DOI":"10.1155\/2014\/858210"},{"key":"e_1_3_5_42_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2013.03.055"},{"key":"e_1_3_5_43_1","doi-asserted-by":"publisher","DOI":"10.1201\/9780203485217"},{"key":"e_1_3_5_44_1","doi-asserted-by":"publisher","DOI":"10.3934\/QFE.2023020"},{"key":"e_1_3_5_45_1","doi-asserted-by":"publisher","DOI":"10.1080\/17442500601100331"},{"key":"e_1_3_5_46_1","unstructured":"Tudor C. 2008. Sub-fractional Brownian motion as a model in finance. Bucharest Romania: University of Bucharest."},{"key":"e_1_3_5_47_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(77)90016-2"},{"key":"e_1_3_5_48_1","doi-asserted-by":"publisher","DOI":"10.1155\/2015\/579213"},{"key":"e_1_3_5_49_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.chaos.2021.110716"},{"key":"e_1_3_5_50_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2017.11.055"},{"key":"e_1_3_5_51_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.chaos.2021.110754"},{"key":"e_1_3_5_52_1","doi-asserted-by":"publisher","DOI":"10.3934\/math.2022910"},{"key":"e_1_3_5_53_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.chaos.2021.111012"},{"key":"e_1_3_5_54_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2013.09.033"},{"key":"e_1_3_5_55_1","doi-asserted-by":"publisher","DOI":"10.1515\/fca-2019-0060"},{"key":"e_1_3_5_56_1","doi-asserted-by":"publisher","DOI":"10.1080\/13504851.2013.875098"},{"key":"e_1_3_5_57_1","doi-asserted-by":"publisher","DOI":"10.1155\/2019\/5848375"},{"key":"e_1_3_5_58_1","doi-asserted-by":"publisher","DOI":"10.1080\/03610926.2021.1928202"},{"key":"e_1_3_5_59_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10614-020-10043-z"},{"key":"e_1_3_5_60_1","doi-asserted-by":"publisher","DOI":"10.3934\/math.2022617"}],"container-title":["Communications in Statistics - Simulation and Computation"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/03610918.2024.2413907","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2026,3,6]],"date-time":"2026-03-06T06:53:38Z","timestamp":1772780018000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/03610918.2024.2413907"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2024,10,20]]},"references-count":59,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2026,3,4]]}},"alternative-id":["10.1080\/03610918.2024.2413907"],"URL":"https:\/\/doi.org\/10.1080\/03610918.2024.2413907","relation":{},"ISSN":["0361-0918","1532-4141"],"issn-type":[{"value":"0361-0918","type":"print"},{"value":"1532-4141","type":"electronic"}],"subject":[],"published":{"date-parts":[[2024,10,20]]},"assertion":[{"value":"The publishing and review policy for this title is described in its Aims & Scope.","order":1,"name":"peerreview_statement","label":"Peer Review Statement"},{"value":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=lssp20","URL":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=lssp20","order":2,"name":"aims_and_scope_url","label":"Aim & Scope"},{"value":"2023-12-19","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2024-06-18","order":1,"name":"revised","label":"Revised","group":{"name":"publication_history","label":"Publication History"}},{"value":"2024-10-03","order":2,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2024-10-20","order":3,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}