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Abstract and Applied Analysis
Volume 2014 (2014), Article ID 513496, 6 pages
http://dx.doi.org/10.1155/2014/513496
Research Article

European Option Pricing with Transaction Costs in Lévy Jump Environment

1School of Science, Donghua University, Shanghai 200051, China
2College of Electronic and Electrical Engineering, Shanghai University of Engineering Science, Shanghai 201620, China

Received 25 January 2014; Accepted 20 February 2014; Published 27 March 2014

Academic Editor: Bo Shen

Copyright © 2014 Jiayin Li et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Jiayin Li, Huisheng Shu, and Xiu Kan, “European Option Pricing with Transaction Costs in Lévy Jump Environment,” Abstract and Applied Analysis, vol. 2014, Article ID 513496, 6 pages, 2014. doi:10.1155/2014/513496