Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence (Q2849241): Difference between revisions

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Revision as of 15:16, 12 February 2024

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Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence
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    Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence (English)
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    17 September 2013
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    quantile hedging
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    fractional Brownian motion
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    mixed model
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    limit theorems
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    probability of success
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