| European option pricing and hedging with both fixed and proportional transaction costs under the fractional Black-Scholes model |
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ZHANG Ningling 1 #,WANG Xiaotian 2 *
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1.School of Sciences,South China University of Technology, GuangZhou 510640
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2.School of Sciences,South China University of Technology,Guangzhou 510640
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| *Correspondence author |
| #Submitted by |
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| Subject: |
| Funding:
none
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| Opened online:22 November 2012 |
| Accepted by:
none |
| Citation: ZHANG Ningling,WANG Xiaotian.European option pricing and hedging with both fixed and proportional transaction costs under the fractional Black-Scholes model[OL]. [22 November 2012] http://en.paper.edu.cn/en_releasepaper/content/4495215 |
