Robust replication in <i>H</i>-self-similar Gaussian market models under uncertainty (Q3086113): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 22:48, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust replication in <i>H</i>-self-similar Gaussian market models under uncertainty |
scientific article |
Statements
Robust replication in <i>H</i>-self-similar Gaussian market models under uncertainty (English)
0 references
29 March 2011
0 references
robust replication
0 references
fractional Brownian motion
0 references
model uncertainty
0 references
arbitrage
0 references