List of Articles Hurst exponent

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  1 - Empirical analysis of fractal dimensions on cash return and price indices of listed companies of Tehran Stock Exchange
  Shokrollah Khajavi Hadi Abdi Taleb Beigi
• Open Access Article
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  2 - Survey on fractional Black-scholes with hurst exponent on European option with transaction cost
  Morteza Rahmani Nahid Jafarian
• Open Access Article
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  3 - Options Pricing Model With Fokker-Planck Equation and Ito’s lemma (Case Study: Gold Coin Options Contracts on the Iranian Commodity Exchange)
  amir farahani mahmoud rahmani farhad ghaffari بهزاد پرویزی