Intarasit, A. and Sattayatham, P. (2011) “OPTION PRICING FOR A JUMP DIFFUSION MODEL WITH FRACTIONAL”, Journal of Nonlinear Analysis and Optimization: Theory & Applications (JNAO), 2(2), pp. 239–251. available at: https://ph03.tci-thaijo.org/index.php/jnao/article/view/2633 (accessed: 2 September 2026).