（已应助 感谢sina1024 ）ask for three English papers

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1
title:Scaling and long-range dependence in option pricing I: Pricing European option with transaction costs under the fractional Black–Scholes model
source:Physica A: Statistical Mechanics and its Applications, Volume 389, Issue 3, 1 February 2010, Pages 438-444
author:Xiao-Tian Wang
2
title:Scaling and long-range dependence in option pricing III: A fractional version of the Merton model with transaction costs
Source:Physica A: Statistical Mechanics and its Applications, Volume 389, Issue 3, 1 February 2010, Pages 452-458
authors:Xiao-Tian Wang, Hai-Gang Yan, Ming-Ming Tang, En-Hui Zhu

3
title:Fractal asset returns, arbitrage and option pricing
source:Chaos, Solitons & Fractals, Volume 42, Issue 3, 15 November 2009, Pages 1792-1795
author:Petrus H. Potgieter

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1# weilinhy

1、title:Scaling and long-range dependence in option pricing I: Pricing European option with transaction costs under the fractional Black–Scholes model
abbr_8921b9923fb6e746d43e806780717416.pdf (278.59 KB)

2009-10-30 07:25:16 上传

2、Scaling and long-range dependence in option pricing III: A fractional version of the Merton model with transaction costs
abbr_b9db289b327ca871651643dae189097d.pdf (278.17 KB)

2009-10-30 07:25:16 上传

3、Fractal asset returns, arbitrage and option pricing
Fractal asset returns, arbitrage and option pricing.pdf (261.8 KB)

2009-10-30 07:25:16 上传

Scaling and long-range dependence in option pricing I: Pricing European option with transaction cost