"A closed-form approximation for the fractional Black-Scholes model with ..."

Hsuan-Ku Liu, Jui-Jane Chang (2013)

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DOI: 10.1016/J.CAMWA.2013.04.006

access: open

type: Journal Article

metadata version: 2022-01-03

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Hsuan-Ku Liu, Jui-Jane Chang:
A closed-form approximation for the fractional Black-Scholes model with transaction costs. Comput. Math. Appl. 65(11): 1719-1726 (2013)

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