"Asian Option Pricing with Monotonous Transaction Costs under Fractional ..."

Di Pan et al. (2013)

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DOI: 10.1155/2013/352021

access: open

type: Journal Article

metadata version: 2020-07-16

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Di Pan, Shengwu Zhou, Yan Zhang, Miao Han:
Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion. J. Appl. Math. 2013: 352021:1-352021:6 (2013)

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