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A closed-form approximation for the fractional Black–Schole..:
Liu, Hsuan-Ku
;
Chang, Jui-Jane
Computers & Mathematics with Applications. 65 (2013) 11 - p. 1719-1726 , 2013
Link:
https://doi.org/10.1016/j.camwa.2013.04.006
RT Journal T1 <Title>A closed-form approximation for the fractional Black–Scholes model with transaction costs</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.camwa.2013.04.006&Exemplar=1&LAN=DE A1 Liu, Hsuan-Ku A1 Chang, Jui-Jane PB Elsevier BV YR 2013 SN 0898-1221 JF Computers & Mathematics with Applications VO 65 IS 11 SP 1719 OP 1726 LK http://dx.doi.org/https://doi.org/10.1016/j.camwa.2013.04.006 DO https://doi.org/10.1016/j.camwa.2013.04.006 SF ELIB - SuUB Bremen
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