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Boris Letko
Publication Activity (10 Years)
Years Active: 2018-2018
Publications (10 Years): 1
Top Topics
Black Scholes Model
Sensitivity Analysis
Option Pricing
Hurst Exponent
Top Venues
Risk Decis. Anal.
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Publications
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Sona Kilianová
,
Boris Letko
An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black-Scholes model.
Risk Decis. Anal.
7 (1-2) (2018)