Power option pricing under the unstable conditions (evidence of power option pricing under fractional Heston model in the Iran gold market) (Q2164565)
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scientific article; zbMATH DE number 7571808
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| English | Power option pricing under the unstable conditions (evidence of power option pricing under fractional Heston model in the Iran gold market) |
scientific article; zbMATH DE number 7571808 |
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Power option pricing under the unstable conditions (evidence of power option pricing under fractional Heston model in the Iran gold market) (English)
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15 August 2022
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fractional Heston model
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fractional Brownian motion
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fast Fourier transform
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parameter estimation
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power option pricing
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