Fractional Black–Scholes option pricing, volatility calibration and implied Hurst exponents in South African context

Emlyn Flint; Eben Maré

Crossref Citations

1. The Development of Fractional Black–Scholes Model Solution Using the Daftardar-Gejji Laplace Method for Determining Rainfall Index-Based Agricultural Insurance Premiums
Astrid Sulistya Azahra, Muhamad Deni Johansyah, Sukono
Mathematics vol: 13 issue: 11 first page: 1725 year: 2025
doi: 10.3390/math13111725

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South African Journal of Economic and Management Sciences | ISSN: 1015-8812 (PRINT) | ISSN: 2222-3436 (ONLINE)