Power option pricing under the unstable conditions (evidence of power option pricing under fractional Heston model in the Iran gold market) (Q2164565): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.physa.2019.122690 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2974068358 / rank | |||
Normal rank | |||
Revision as of 22:50, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power option pricing under the unstable conditions (evidence of power option pricing under fractional Heston model in the Iran gold market) |
scientific article |
Statements
Power option pricing under the unstable conditions (evidence of power option pricing under fractional Heston model in the Iran gold market) (English)
0 references
15 August 2022
0 references
fractional Heston model
0 references
fractional Brownian motion
0 references
fast Fourier transform
0 references
parameter estimation
0 references
power option pricing
0 references
