Items where Author is "Shokrollahi, Foad"

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

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