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Time-changed geometric fractional Brownian motion and option pricing with transaction costs

✍ Scribed by Hui Gu; Jin-Rong Liang; Yun-Xiu Zhang

Book ID
113849483
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
233 KB
Volume
391
Category
Article
ISSN
0378-4371

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