The generalization of the quantile hedging problem for a price process model involving a finite number of Brownian and fractional Brownian motions (Q3077823)
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scientific article; zbMATH DE number 5855915
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| English | The generalization of the quantile hedging problem for a price process model involving a finite number of Brownian and fractional Brownian motions |
scientific article; zbMATH DE number 5855915 |
Statements
22 February 2011
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quantile hedging
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incomplete market
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fractional Brownian motion
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0.8088451623916626
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0.801185131072998
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0.7911281585693359
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0.7909159660339355
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