Items where Author is "Shokrollahi, Foad"

Shokrollahi, Foad (2016) Pricing currency options by generalizations of the mixed fractional brownian motion. Doctoral thesis, Universiti Putra Malaysia.

Shokrollahi, Foad and Kilicman, Adem (2016) The valuation of currency options by fractional Brownian motion. SpringerPlus, 5 (1145). pp. 1-15. ISSN 2193-1801

Shokrollahi, Foad and Kilicman, Adem (2015) Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option. Advances in Difference Equations (257). pp. 1-8. ISSN 1687-1839; ESSN: 1687-1847

Shokrollahi, Foad and Kilicman, Adem and Ibrahim, Noor Akma and Ismail, Fudziah (2015) Greeks and partial differential equations for some pricing currency options models. Malaysian Journal of Mathematical Sciences, 9 (3). pp. 417-442. ISSN 1823-8343; ESSN: 2289-750X

Shokrollahi, Foad and Kilicman, Adem (2014) Pricing currency option in a mixed fractional Brownian motion with jumps environment. Mathematical Problems in Engineering, 2014. art. no. 858210. pp. 1-13. ISSN 1024-123X; ESSN: 1563-5147