Does the Hurst index matter for option prices under fractional volatility?
Crossref DOI link: https://doi.org/10.1007/s10436-016-0289-1
Published Online: 2016-12-22
Published Print: 2017-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Funahashi, Hideharu
Kijima, Masaaki
License valid from 2016-12-22