Pricing option with transaction costs under the subdiffusive Black-Scholes model
type: Item
instance of: scholarly article
zbMATH Open document ID: 1289.91164
author: Hui Gu
author: Yunxiu Zhang
publication date: 2013-11-19T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6229702
zbMATH Keywords: option pricing
zbMATH Keywords: transaction costs
zbMATH Keywords: subdiffusive dynamics
MaRDI profile type: Publication
DOI: 10.3969/J.ISSN.1000-5641.2012.05.012
title: Pricing option with transaction costs under the subdiffusive Black-Scholes model
published in: Journal of East China Normal University. Natural Science Edition
description: scientific article; zbMATH DE number 6229702