Comment on “Time-changed geometric fractional Brownian motion and option pricing with transaction costs” by Hui Gu et al.

✍ Scribed by Guo, Zhidong; Song, Yukun; Zhang, Yunliang

• Book ID: 123491167
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 342 KB
• Volume: 392
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/j.physa.2013.01.046