Figure 4. graph of put option prices for conoil against the stock prices, S and the time to maturity, t with varying strike prices, k and varying discount rate,r. (chosen parameters: Hurst exponent, H=0.86, volatility,σ=4.346, length of the period in YEARS, τ=0.003)

From

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