| Pricing European Option with Transaction Costs and Dividends under the Mixed Brownian-Fractional Brownian Model |
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Liu Jihuan 1 #,Xiao-Tian Wang 2 *
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1.Dep.of Math,South China University of Technology, GuangZhou 510640
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2.Dep.of Math,South China University of Technology,guangzhou510640
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| *Correspondence author |
| #Submitted by |
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| Subject: |
| Funding:
none
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| Opened online:22 December 2011 |
| Accepted by:
none |
| Citation: Liu Jihuan ,Xiao-Tian Wang.Pricing European Option with Transaction Costs and Dividends under the Mixed Brownian-Fractional Brownian Model[OL]. [22 December 2011] http://en.paper.edu.cn/en_releasepaper/content/4454801 |
