A Conformable Heston option pricing model

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Paula Morales-Bañuelos, Sebatian Rodríguez-Bojalil, Luis Alberto Quezada-Téllez, Guillermo Fernandez-Anaya
DOI: 10.2139/ssrn.5996040
Cited by: 1

Fields of Study & Subjects

Stochastic processes and financial applications Complex Systems and Time Series Analysis stochastic dynamics and bifurcation

Publication details

Journal / source
SSRN Electronic Journal
Publisher
Elsevier BV
Publication date
1 January 2026
Document type
Preprint