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 QIDQ2164565
Hossein Sahebi Fard, Elham Dastranj, 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
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Cites Work
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