【作者(必填)】
Xiao-Tian Wanga,Min Wua, Ze-Min Zhoub, Wei-Shu Jing
【文题(必填)】
Pricing European option with transaction costs under the fractional long memory stochastic volatility model
【年份(必填)】

Volume 391, Issue 4, 15 February 2012, Pages 1469–1480

【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S0378437111008491