Pricing Option with Stochastic Interest Rates and Transaction Costs in Fractional Brownian Markets

Table 1

c = 0.003.

Error	BS	FBS	Paper model
MSE	0.0755177	0.0773743	0.0703020
AVE	0.2694876	0.2726479	0.2601567
MAXE	0.3940891	0.3995409	0.3788573
MINE	0.1755372	0.1790838	0.1613028