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stat.AP2026
Bayesian Joint Estimation of the Hurst Parameter and Volatility with Applications to Fractional Option Pricing
Hana H. Sagor, Edward L. Boone, Ryad A. Ghanam
Fractional Brownian motion has been widely used in financial modeling to capture long-range dependence and persistent behavior observed in asset dynamics. In the fractional Black--…
stat.AP2020★ 14 cited
SEIRD Model for Qatar Covid-19 Outbreak: A Case Study
Ryad Ghanam, Edward L. Boone, Abdel-Salam G. Abdel-Salam
The Covid-19 outbreak of 2020 has required many governments to develop mathematical-statistical models of the outbreak for policy and planning purposes. This work provides a tutori…