Boris Letko

According to our database, Boris Letko authored at least 1 paper in 2018.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2018

An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black-Scholes model.

Sona Kilianová, Boris Letko

Risk Decis. Anal., 2018