Scaling and long-range dependence in option pricing III: A fractional version of the Merton model with transaction costs
2010 ◽
Vol 389
(3)
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pp. 452-458
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2010 ◽
Vol 389
(3)
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pp. 438-444
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2011 ◽
Vol 390
(9)
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pp. 1623-1634
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2010 ◽
Vol 389
(3)
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pp. 445-451
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2010 ◽
Vol 389
(4)
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pp. 789-796
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2011 ◽
Vol 4
(8)
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pp. 345-348
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