asian option pricing with transaction costs under cev model by mixed fractional brownian motion

One ‎of ‎the‎ phenomena observed in the real market is long-range dependence. mixed fractional brownian motion with hurst parameter can be a suitable tool to capture it. also, stock price volatility is increasing when the stock price is decreasing in many markets. ‎‎hence, ‎th‏e ‎‎‎main objective of this work is to obtain the pricing formula for geometric average asian options base on the fractional black-scholes equation under the constant elasticity of variance (cev) model and mixed fractional brownian motion model with transaction costs and time-dependent parameters in a discrete-time setting when ‎the dividend yeild is paid on assets during that period.‎‎‎