Asian Option Pricing with Transaction Costs and Dividends under the Fractional Brownian Motion Model

<table>The values of the call option with different <svg height="11.175" id="M160" style="vertical-align:-0.0pt" version="1.1" viewbox="0 0 15.0375 11.175" width="15.0375" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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Journal of Applied Mathematics

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Figure 1

Figure 1: Asian Option Pricing with Transaction Costs and Dividends under the Fractional Brownian Motion Model 