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En-Hui Zhu · Study
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En-Hui Zhu
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· latest 2009
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Scaling and long-range dependence in option pricing II: Pricing European option with transaction costs under the mixed Brownian–fractional Brownian model
2009 · 43 citations
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Scaling and long-range dependence in option pricing II: Pricing European option with transaction costs under the mixed Brownian–fractional Brownian model
Physica A Statistical Mechanics and its Applications
·
2009
·
4 authors
43
citations