Figure 1. Graph of LogF(n) against logn for Conoil. The slope of the graph is 0.86, thus the Hurst exponent is 0.86


Analyzing the Stock Market Using the Solution of the Fractional Option Pricing Model

Osu B. O, Chukwunezu A. I, Olunkwa C., Obi C. N

International Journal of Partial Differential Equations and Applications. 2019, 6(1), 1-12 doi:10.12691/ijpdea-6-1-1