Foad Shokrollahi

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Papers (8)

1. Pricing European option with the short rate under Subdiffusive fractional Brownian motion regime q-fin.PR · 2018 · author #1
2. The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion q-fin.PR · 2017 · author #1
3. Valuation of equity warrants for uncertain financial market q-fin.PR · 2017 · author #1
4. Pricing compound and extendible options under mixed fractional Brownian motion with jumps q-fin.PR · 2017 · author #1
5. Hedging in fractional Black-Scholes model with transaction costs q-fin.PR · 2017 · author #1
6. The valuation of European option with transaction costs by mixed fractional Merton model q-fin.PR · 2017 · author #1
7. Fractional delta hedging strategy for pricing currency options with transaction costs q-fin.PR · 2017 · author #1
8. Subdiffusive fractional Brownian motion regime for pricing currency options under transaction costs q-fin.PR · 2016 · author #1

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Frequent Coauthors

• Tommi Sottinen 1 shared papers