含交易成本的期权定价建模与实证分析：亚混合分数布朗运动方法

{"title":"含交易成本的期权定价建模与实证分析：亚混合分数布朗运动方法","authors":"Zhiyong Cheng, Xiaoli Mao, Aiqin Ma","doi":"10.3905/jod.2024.1.210","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":501089,"journal":{"name":"The Journal of Derivatives","volume":"118 30","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-07-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Modeling and Empirical Analysis of Option Pricing with Transaction Costs: A Sub-Mixed Fractional Brownian Motion Approach\",\"authors\":\"Zhiyong Cheng, Xiaoli Mao, Aiqin Ma\",\"doi\":\"10.3905/jod.2024.1.210\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":501089,\"journal\":{\"name\":\"The Journal of Derivatives\",\"volume\":\"118 30\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-07-20\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"The Journal of Derivatives\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.3905/jod.2024.1.210\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"The Journal of Derivatives","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3905/jod.2024.1.210","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}