Pricing Vulnerable Options in a Mixed Fractional Brownian Motion with Jumps

Table 2

European vulnerable call option pricing under different models.

Underlying asset prices	Different pricing results
	30	0.369 2	0.737 2	0.748 7
32	0.505 3	1.370 0	1.398 9
34	1.659 7	2.261 6	2.323 7
36	2.828 5	3.393 5	3.516 3
38	4.010 2	4.754 6	4.943 2
40	5.201 1	6.246 4	6.557 1
42	6.395 9	7.860 6	8.308 9
44	8.595 7	9.540 3	10.156 0
46	10.800 6	11.247 7	12.065 3
48	11.006 7	12.941 5	14.013 2
50	12.213 8	14.575 8	15.984 2