On pricing and hedging in financial markets with long-range dependence (Q1938961)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On pricing and hedging in financial markets with long-range dependence |
scientific article |
Statements
On pricing and hedging in financial markets with long-range dependence (English)
0 references
26 February 2013
0 references
fractional Brownian motion
0 references
Brownian motion
0 references
financial market
0 references
efficient hedging
0 references
minimal martingale measure
0 references