Song, L., & Li, K. Pricing Option with Stochastic Interest Rates and Transaction Costs in Fractional Brownian Markets. Wiley.
Chicago Style (17th ed.) CitationSong, Lina, and Kele Li. Pricing Option with Stochastic Interest Rates and Transaction Costs in Fractional Brownian Markets. Wiley.
MLA (9th ed.) CitationSong, Lina, and Kele Li. Pricing Option with Stochastic Interest Rates and Transaction Costs in Fractional Brownian Markets. Wiley.
Warning: These citations may not always be 100% accurate.