Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion (Q5086430)
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scientific article; zbMATH DE number 7553370
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| English | Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion |
scientific article; zbMATH DE number 7553370 |
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Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion (English)
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5 July 2022
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discrete time hedging error
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risk
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fractional stochastic integral model
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convergence
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geometric fractional Brownian motion
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0.8861709833145142
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0.8705514073371887
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0.7990273237228394
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0.7782319188117981
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0.7736644744873047
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