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Pricing European option with transaction costs under the fractional long memory stochastic volatilit
  • ISSN号：0378-4371
  • 期刊名称：Physica A: Statistical Mechanics and Its Applicati
  • 时间：2012.2.2
  • 页码：1469-1480
  • 相关项目：重分形理论及应用中的若干问题
作者： Wang, Xiao-Tian|Wu, Min|Zhou, Ze-Min|Jing, Wei-Shu|
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