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Hui Cheng Gu · Study
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Hui Cheng Gu
1 works
· latest 2012
· 1 institutions
cluster: provisional
ORCID 0000-0002-2964-3531
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Time-changed geometric fractional Brownian motion and option pricing with transaction costs
2012 · 46 citations
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Time-changed geometric fractional Brownian motion and option pricing with transaction costs
Physica A Statistical Mechanics and its Applications
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2012
·
3 authors
46
citations