Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (Q6131370)
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scientific article; zbMATH DE number 7827645
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment |
scientific article; zbMATH DE number 7827645 |
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Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment (English)
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5 April 2024
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mixed fractional Brownian motion
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lookback-barrier option
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option hedging
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Malliavin calculus
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