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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"International journal of financial engineering"
~person:"Kılıçman, Adem"
~subject:"Stochastic process"
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Search: subject_exact:"Black-Scholes option pricing model"
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Stochastic process
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Kılıçman, Adem
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Advances in futures and options research : a research annual
Asia-Pacific financial markets
International journal of financial engineering
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Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs
Shokrollahi, Foad
;
Kılıçman, Adem
;
Magdziarz, Marcin
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011532750
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