On hedging European options in geometric fractional...

On hedging European options in geometric fractional Brownian motion market model

Azmoodeh, Ehsan, Mishura, Yuliya, Valkeila, Esko
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Volume:
27
Language:
english
Journal:
Statistics & Decisions
DOI:
10.1524/stnd.2009.1021
Date:
January, 2009
File:
PDF, 153 KB
english, 2009
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