<H5><LABEL for=doid5025e2>文章1.SELF-DECOMPOSABILITY AND OPTION PRICING </LABEL></H5>
<DIV class=toc_author><SPAN class=smallcaps>作者：Peter</SPAN><BR>&nbsp;&nbsp;<SPAN class=smallcaps>Carr</SPAN>, <SPAN class=smallcaps>Hélyette</SPAN><BR>&nbsp;&nbsp;<SPAN class=smallcaps>Geman</SPAN>, <SPAN class=smallcaps>Dilip</SPAN> B. <SPAN class=smallcaps>Madan</SPAN>, <SPAN class=smallcaps>Marc</SPAN><BR>&nbsp;&nbsp;<SPAN class=smallcaps>Yor</SPAN></DIV>
<DIV class=citation>卷宗：Mathematical Finance, Volume 17, Issue 1, Page 31-57, Jan 2007, <SPAN class=doi>doi: 10.1111/j.1467-9965.2007.00293.x</SPAN></DIV>
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<P><LABEL for=doid16985e2>文章2.NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND </LABEL></P>
<DIV class=toc_author><SPAN class=smallcaps>作者：Paolo</SPAN><BR>&nbsp;&nbsp;<SPAN class=smallcaps>Guasoni</SPAN></DIV>
<DIV class=citation>卷宗：Mathematical Finance, Volume 16, Issue 3, Page 569-582, Jul 2006, <SPAN class=doi>doi: 10.1111/j.1467-9965.2006.00283.x</SPAN></DIV>
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<P class=CbLinks>文章3。Perpetual American options with fractional Brownian motion</P>
<P>作者：Robert Elliott, Leunglung Chan. </P>
<P>卷宗：(2004) . <I>Quantitative Finance</I>&nbsp;<SPAN class=volume>4</SPAN>:2, 123</P>
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<P align=right><FONT color=#000066>[此贴子已经被作者于2008-3-13 8:01:42编辑过]</FONT></P>