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5. Numerical Results of European Call Option with transaction costs under fractional Brownian motion an

Numerical Results of European Call Option with transaction costs under fractional Brownian motion an

来源 :The 6th International Conference on Optimization and Control | 被引量 : 0次 | 上传用户：storm030

【摘 要】

：

　　The classical assumption of Brownian motion has long been understood and shown through numerous empirical studies to be insufficient in describing the volat

【作 者】

：

Francisca Angkola 

【机 构】

：

Curtin University

【出 处】

：

The 6th International Conference on Optimization and Control

【发表日期】

：

2015年期

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　　The classical assumption of Brownian motion has long been understood and shown through numerous empirical studies to be insufficient in describing the volatile financial market.

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