On discrete time hedging errors in a fractional Black-Scholes model (Q681037): Difference between revisions

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Revision as of 00:26, 15 July 2024

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On discrete time hedging errors in a fractional Black-Scholes model
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    On discrete time hedging errors in a fractional Black-Scholes model (English)
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    29 January 2018
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    discrete time hedging
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    Wick-Itô-Skorohod integral
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    rate of convergence
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    incomplete market
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    fractional Brownian motion
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    Black-Scholes model
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