Scaling and long-range dependence in option pricing I: Pricing European option with transaction costs under the fractional Black–Scholes model
2010 ◽
Vol 389
(3)
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pp. 438-444
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2011 ◽
Vol 390
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pp. 1623-1634
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2010 ◽
Vol 389
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pp. 789-796
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2010 ◽
Vol 389
(3)
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pp. 445-451
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2014 ◽
Vol 13
(06)
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pp. 1211-1227
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2010 ◽
Vol 389
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pp. 452-458
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1999 ◽
Vol 12
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pp. 113-120
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2020 ◽
Vol 85
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pp. 105222
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