搜索结果: 1-1 共查到“理论经济学 Black-Scholes market”相关记录1条 . 查询时间(0.088 秒)
On the fractional Black-Scholes market with transaction costs
fractional Brownian motion proportional transaction costs
2010/10/20
We consider fractional Black-Scholes market with proportional transaction costs. When transaction costs are present, one trades periodically i.e. we have the discrete trading with equidistance $n^{-1}...