Time-changed geometric fractional Brownian motion and option pricing with transaction costs
Hui Gu, Jin-Rong Liang, Yun-Xiu ZhangVolume:
391
Year:
2012
Language:
english
Pages:
1
DOI:
10.1016/j.physa.2012.03.020
File:
PDF, 233 KB
english, 2012