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Journal: J. Risk Financial Manag., 2025
Volume: 18
Number: 588
Article:
Bias-Corrected Method of Moments Estimation of the Hurst Parameter for Improved Option Pricing Under the Fractional Black-Scholes Model
Authors:
by
Hana Sagor, Edward L. Boone and Ryad Ghanam
Link:
https://www.mdpi.com/1911-8074/18/10/588
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