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Pricing European option with transaction costs under the fractional long memory stochastic volatility model
Xiao-Tian Wang, Min Wu, Ze-Min Zhou, Wei-Shu JingVolume:
391
Year:
2012
Language:
english
Pages:
1
DOI:
10.1016/j.physa.2011.11.014
File:
PDF, 280 KB
english, 2012