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F. Shokrollahi
Publication Activity (10 Years)
Years Active: 2024-2024
Publications (10 Years): 1
Top Topics
Stock Price
Fractional Brownian Motion
Long Range Dependence
Markov Chain
Top Venues
Math. Comput. Simul.
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Publications
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F. Shokrollahi
,
Davood Ahmadian
,
Luca Vincenzo Ballestra
Pricing Asian options under the mixed fractional Brownian motion with jumps.
Math. Comput. Simul.
226 (2024)