MétaCan
Menu
← Back to cohort
Record W4415301843 · doi:10.3390/jrfm18100588

Bias-Corrected Method of Moments Estimation of the Hurst Parameter for Improved Option Pricing Under the Fractional Black-Scholes Model

2025· article· en· W4415301843 on OpenAlexvenueno aff
Hana Sagor, Edward L. Boone, Ryad Ghanam

Bibliographic record

VenueJournal of risk and financial management · 2025
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsnot available
FundersVirginia Commonwealth UniversityUniversity of JeddahQatar Foundation
KeywordsEstimatorHurst exponentValuation of optionsVolatility (finance)Quadratic equationEstimationMonte Carlo methods for option pricingFinancial marketMoment (physics)

Abstract

fetched live from OpenAlex

The Hurst parameter H plays a critical role in modeling long-memory behavior in financial time series, particularly within the framework of the fractional Black–Scholes model (fBSM). While the Method of Moments (MOM) provides a fast, closed-form estimator for H, it suffers from increasing negative bias, especially as H grows beyond 0.6. This paper proposes a bias-corrected version of the MOM estimator based on a quadratic regression fit derived from simulation data. The corrected estimator substantially reduces estimation error while retaining computational efficiency. Through extensive simulations, we quantify the impact of MOM bias on option pricing and demonstrate how our correction method leads to more accurate pricing under the fBSM. We apply the methodology to real financial assets—including Natural Gas, Apple, Gold, and Crude Oil—and show that the corrected Hurst estimates reduce option pricing error by up to USD 0.47 per contract relative to the uncorrected estimator, depending on the asset’s volatility structure. These results underscore the importance of accurate Hurst parameter estimation for derivative pricing, particularly in volatile markets such as energy and commodities, while also remaining relevant to equities and precious metals. The corrected estimator thus offers practitioners a simple yet effective tool to improve financial decision-making.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.026
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.004
Threshold uncertainty score0.023

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.026
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.023
GPT teacher head0.265
Teacher spread0.242 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2025
Admission routes1
Has abstractyes

Explore more

Same venueJournal of risk and financial management→Same topicStochastic processes and financial applications→French-language works237,207→