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"An empirical study on using Hurst exponent estimation methods for pricing ..."

Sona Kilianová, Boris Letko (2018)

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DOI: 10.3233/RDA-180137

access: closed

type: Journal Article

metadata version: 2022-10-02

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Sona Kilianová, Boris Letko:
An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black-Scholes model. Risk Decis. Anal. 7(1-2): 51-62 (2018)

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