Pan, D., Zhou, S., Zhang, Y., & Han, M. Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion. Wiley.
Chicago Style (17th ed.) CitationPan, Di, Shengwu Zhou, Yan Zhang, and Miao Han. Asian Option Pricing with Monotonous Transaction Costs Under Fractional Brownian Motion. Wiley.
MLA (9th ed.) CitationPan, Di, et al. Asian Option Pricing with Monotonous Transaction Costs Under Fractional Brownian Motion. Wiley.
Warning: These citations may not always be 100% accurate.