求助文献：（作者均为 xiaotian wang）
1、Scaling and long rang dependence in option pricing I: Pricing European options with transaction costs under the fractional Black Scholes model. Physica A 389(2010) 438-444.
2、Scaling and long rang dependence in option pricing II: Pricing European options with transaction costs under the mixed Brownian-fractional Brownian model. Physica A 389(2010) 445-451
3、Scaling and long rang dependence in option pricing III:A fractional version of the Merton model with transaction costs. Physica A 389(2010) 452-458
4、Scaling and long rang dependence in option pricing IV: Pricing European options with transaction costs under the multifractional Black-Scholes model. Physica A 389(2010). 789-796
5、Scaling and long range dependence in option pricing, V: Multiscaling hedging and implied volatility smiles under the fractional Black-Scholes model with transaction costs.PhysicaA 390(2011).1623-1634.
6、Pricing European option with transaction costs under the fractional long memory stochastic volatility model. PhysicaA391(2012).1469-1480.