On pricing and hedging in financial markets with long-range dependence (Q1938961): Difference between revisions
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Revision as of 13:32, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pricing and hedging in financial markets with long-range dependence |
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On pricing and hedging in financial markets with long-range dependence (English)
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26 February 2013
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fractional Brownian motion
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Brownian motion
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financial market
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efficient hedging
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minimal martingale measure
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