Option Pricing in the Presence of Operational Risk

Subject Areas : Financial Mathematics

Alireza Bahiraie ¹ (Department of Mathematics, Faculty of Mathematics, Statistics and Computer Sciences, Semnan University, Semnan 35131-19111, Iran)
Mohammad Alipour ² (Department of Mathematics, Faculty of Mathematics, Statistics and Computer Sciences, Semnan University, Semnan 35131-19111, Iran)
Rehan Sadiq ³ (School of Engineering, University of British Columbia (Okanagan), 3333 University Way, Kelowna, Canada)

Received: 2020-08-23 Accepted : 2020-08-23 Published : 2020-10-01

Keywords:

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