An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black–Scholes model (Q3119666)
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| Language | Label | Description | Also known as |
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| English | An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black–Scholes model |
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An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black–Scholes model (English)
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12 March 2019
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call option
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fractional Black-Scholes model
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fractional Brownian motion
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Hurst exponent
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