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求助文献：（作者均为 xiaotian wang）
1、Scaling and long rang dependence in option pricing I: Pricing European options with transaction costs under the fractional Black Scholes model. Physica A 389(2010) 438-444.
2、Scaling and long rang dependence in option pricing II: Pricing European options with transaction costs under the mixed Brownian-fractional Brownian model. Physica A 389(2010) 445-451
3、Scaling and long rang dependence in option pricing III:A fractional version of the Merton model with transaction costs. Physica A 389(2010) 452-458
4、Scaling and long rang dependence in option pricing IV: Pricing European options with transaction costs under the multifractional Black-Scholes model. Physica A 389(2010). 789-796
5、Scaling and long range dependence in option pricing, V: Multiscaling hedging and implied volatility smiles under the fractional Black-Scholes model with transaction costs.PhysicaA 390(2011).1623-1634.
6、Pricing European option with transaction costs under the fractional long memory stochastic volatility model. PhysicaA391(2012).1469-1480.

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关键词：求助大家 Transaction Fractional DEPENDENCE Volatility 数据库 version option Black

这么多篇，才给一个论坛币？

wangwen1759 发表于 2013-7-22 11:38
这么多篇，才给一个论坛币？

好吧，我修改一下吧