悬赏 1 个论坛币 已解决
【作者(必填)】Foad Shokrollahi, Adem Kılıçman, and Marcin Magdziarz
【文题(必填)】
Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs
【年份(必填)】2016
【全文链接或数据库名称(选填)】
International Journal of Financial Engineering, March 2016, Vol. 03, No. 01
(doi: 10.1142/S2424786316500031)
http://www.worldscientific.com/doi/abs/10.1142/S2424786316500031