Bond and Option Prices under Skew Vasicek Model with Transaction Cost

<table class="table-group" id="tab5"><tr><td><table class="table"><tr><td class="thead-hr" colspan="8"><hr/></td></tr><tr class="thead"><td class="align_left"><i>n</i></td><td class="align_center">5</td><td class="align_center">10</td><td class="align_center">20</td><td class="align_center">50</td><td class="align_center">100</td><td class="align_center">200</td><td class="align_center">1000</td></tr><tr><td class="thead-hr" colspan="8"><hr/></td></tr><tr><td class="align_left">The exponential distribution</td><td class="align_center">0.0467</td><td class="align_center">0.0656</td><td class="align_center">0.0691</td><td class="align_center">0.0712</td><td class="align_center">0.0728</td><td class="align_center">0.0753</td><td class="align_center">0.0863</td></tr><tr><td class="align_left">The same trading time’s interval</td><td class="align_center">0.0317</td><td class="align_center">0.0526</td><td class="align_center">0.0553</td><td class="align_center">0.0598</td><td class="align_center">0.0601</td><td class="align_center">0.0622</td><td class="align_center">0.0645</td></tr><tr class="table-tr"><td colspan="8"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>The amount of transaction costs under different amounts of trades with <span class="nowrap"><svg height="11.7782pt" id="M215" style="vertical-align:-3.42938pt" version="1.1" viewbox="-0.0498162 -8.34882 37.7669 11.7782" width="37.7669pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M538 96L524 119C492 88 454 63 446 63C439 63 434 70 440 101C463 223 491 341 518 448H508L433 422L401 276C355 192 240 56 188 56C163 56 154 89 163 133C184 233 207 338 235 443L230 448L152 424L58 17C40 -60 23 -143 23 -185C23 -241 42 -261 63 -261C92 -261 117 -241 125 -227L124 -221C109 -209 89 -165 89 -103C89 -55 96 -13 105 26H107C121 -3 134 -12 151 -12C172 -12 194 -5 221 16C279 61 330 124 384 194H386C381 159 377 141 368 105C343 3 363 -12 383 -12C416 -12 486 35 538 96Z"></path></g><g transform="matrix(.013,0,0,-0.013,10.848,0)"><path d="M535 323V373H52V323H535ZM535 138V188H52V138H535Z"></path></g><g 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Mathematical Problems in Engineering

Bond and Option Prices under Skew Vasicek Model with Transaction Cost

Table 5