Foad Shokrollahi

Available identifiers

Publication	Date of Publication	Type
Long-range dependent completely correlated mixed fractional Brownian motion	2024-03-04	Paper
Prediction of Gaussian Volterra Processes with Compound Poisson Jumps	2023-10-09	Paper
Actuarial strategy for pricing Asian options under a mixed fractional Brownian motion with jumps	2021-05-14	Paper
THE VALUATION OF EUROPEAN OPTION UNDER SUBDIFFUSIVE FRACTIONAL BROWNIAN MOTION OF THE SHORT RATE	2020-08-05	Paper
Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate	2020-07-23	Paper
Pricing compound and extendible options under mixed fractional Brownian motion with jumps	2020-03-23	Paper
https://portal.mardi4nfdi.de/entity/Q5243718	2019-11-19	Paper
Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs	2019-09-10	Paper
Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option	2019-02-13	Paper
Pricing currency option in a mixed fractional Brownian motion with jumps environment	2019-02-08	Paper
The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion	2018-07-26	Paper
Pricing European option with the short rate under Subdiffusive fractional Brownian motion regime	2018-05-02	Paper
Hedging in fractional Black-Scholes model with transaction costs	2017-10-06	Paper
The valuation of European option with transaction costs by mixed fractional Merton model	2017-02-01	Paper

This page was built for person: Foad Shokrollahi