（已应助感谢sina1024 ）ask for three English papers

1583

收藏 2009-10-29

1
title:Scaling and long-range dependence in option pricing I: Pricing European option with transaction costs under the fractional Black–Scholes model
source:Physica A: Statistical Mechanics and its Applications, Volume 389, Issue 3, 1 February 2010, Pages 438-444
author:Xiao-Tian Wang
2
title:Scaling and long-range dependence in option pricing III: A fractional version of the Merton model with transaction costs
Source:Physica A: Statistical Mechanics and its Applications, Volume 389, Issue 3, 1 February 2010, Pages 452-458
authors:Xiao-Tian Wang, Hai-Gang Yan, Ming-Ming Tang, En-Hui Zhu

3
title:Fractal asset returns, arbitrage and option pricing
source:Chaos, Solitons & Fractals, Volume 42, Issue 3, 15 November 2009, Pages 1792-1795
author:Petrus H. Potgieter

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fancunhui

2009-10-29 23:36:16

all on pricing

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maoyiqi

2009-10-30 01:23:36

全部okkkkkkkkkkkkkkkkkkkkkkkkk

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1.pdf

大小:439.95 KB

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2.pdf

大小:481.1 KB

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3.pdf

大小:262.04 KB

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sina1024

2009-10-30 07:25:16

1# weilinhy

1、title:Scaling and long-range dependence in option pricing I: Pricing European option with transaction costs under the fractional Black–Scholes model

abbr_8921b9923fb6e746d43e806780717416.pdf
大小:(278.59 KB)

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2、Scaling and long-range dependence in option pricing III: A fractional version of the Merton model with transaction costs

abbr_b9db289b327ca871651643dae189097d.pdf
大小:(278.17 KB)

马上下载

3、Fractal asset returns, arbitrage and option pricing

Fractal asset returns, arbitrage and option pricing.pdf
大小:(261.8 KB)

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