“…However, continuous assumptions on the dynamics of assets ignore sudden shocks to asset returns due to the arrival of important information, since the financial crisis and significant business always result in sudden changes in firm values, which cannot be captured by continuous sample paths. To get around this problem and to take into account the long memory property, it is reasonable to use the mfBm with jumps model to capture fluctuations of the financial asset (see [27,30,31,33,36]).…”