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Publication:3607771

zbMath1164.62409MaRDI QIDQ3607771

M. V. Bratik, Yuliya S. Mishura

Publication date: 28 February 2009


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

contingent claimsBrownian-fractional-Brownian motion model


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


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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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