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Continuous time Black–Scholes equation with transaction costs in subdiffusive fractional Brownian motion regime

✍ Scribed by Jun Wang; Jin-Rong Liang; Long-Jin Lv; Wei-Yuan Qiu; Fu-Yao Ren


Book ID
113849256
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
316 KB
Volume
391
Category
Article
ISSN
0378-4371

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