Power option pricing under the unstable conditions (evidence of power option pricing under fractional Heston model in the Iran gold market)
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Publication:2164565
DOI10.1016/J.PHYSA.2019.122690OpenAlexW2974068358MaRDI QIDQ2164565FDOQ2164565
Authors: E. Dastranj, Hossein Sahebi Fard, Abdolmajid Abdolbaghi, S. Reza Hejazi 
Publication date: 15 August 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2019.122690
parameter estimationfractional Brownian motionfast Fourier transformfractional Heston modelpower option pricing
Cites Work
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