scientific article; zbMATH DE number 5520305
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Publication:3607771
zbMATH Open1164.62409MaRDI QIDQ3607771FDOQ3607771
Yuliya S. Mishura, M. V. Bratik
Publication date: 28 February 2009
Title of this publication is not available (Why is that?)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Brownian motion (60J65)
Cited In (3)
- Quantile hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint
- Buyer's quantile hedge portfolios in discrete-time trading
- Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence
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