  This paper deals with the problem of discrete-time option pricing by the
mixed fractional version of Merton model with transaction costs. By a
mean-self-financing delta hedging argument in a discrete-time setting, a
European call option pricing formula is obtained. We also investigate the
effect of the time-step $\delta t$ and the Hurst parameter $H$ on our pricing
option model, which reveals that these parameters have high impact on option
pricing. The properties of this model are also explained.
