Doi.org/10.1016/j.physa.2012.03.020

Target Article

Time-changed geometric fractional Brownian motion and option pricing with transaction costs; H. Gu, J.R. Liang, Y. X. Zhang; Physica A: Statistical Mechanics and its Applications; 2012; https://doi.org/10.1016/j.physa.2012.03.020

Article providing comments

Comment on “Time-changed geometric fractional Brownian motion and option pricing with transaction costs” by Hui Gu et al.; Guo, Zhidong; Song, Yukun; Zhang, Yunliang; ; Physica A: Statistical Mechanics and its Applications; 2013-5-01 https://doi.org/10.1016/j.physa.2013.01.046

Summary

Note: Opened to append information.