On hedging European options in geometric fractional Brownian motion market model (Q3576391)

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On hedging European options in geometric fractional Brownian motion market model
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    On hedging European options in geometric fractional Brownian motion market model (English)
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    30 July 2010
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    fractional Brownian motion
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    stochastic integral
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    Lebesgue-Stieltjes integral
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    Itô formula
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    hedging European options
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    stop-loss start-gain strategy
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