$A generalized fractal dynamics option pricing model with transaction costs$
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A generalized fractal dynamics option pricing model with transaction costs

Since the introduction of classical Black-Scholes model, option pricing is an area which has been studied by many researchers worldwide with the prospect to develop a better, more realistic model than the existing ones. We improve the existing model to capture long memory in the financial market by...

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Bibliographic Details
Main Author:	Angkola, Francisca
Format:	Thesis
Published:	Curtin University 2016
Online Access:	http://hdl.handle.net/20.500.11937/56426

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