Time-changed geometric fractional Brownian motion and...

Time-changed geometric fractional Brownian motion and option pricing with transaction costs

Hui Gu, Jin-Rong Liang, Yun-Xiu Zhang
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
391
Year:
2012
Language:
english
Pages:
1
DOI:
10.1016/j.physa.2012.03.020
File:
PDF, 233 KB
english, 2012
Conversion to is in progress
Conversion to is failed