Pages that link to "Item:Q3576391"
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The following pages link to On hedging European options in geometric fractional Brownian motion market model (Q3576391):
Displayed 13 items.
- Pathwise integrals and Itô-Tanaka formula for Gaussian processes (Q300290) (← links)
- Integral representation with respect to fractional Brownian motion under a log-Hölder assumption (Q340777) (← links)
- When does fractional Brownian motion not behave as a continuous function with bounded variation? (Q990924) (← links)
- Extensions of the sewing lemma with applications (Q1615916) (← links)
- Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes (Q2274279) (← links)
- Asymptotics for discrete time hedging errors under fractional Black-Scholes models (Q2322589) (← links)
- On pathwise Riemann-Stieltjes integrals (Q2322608) (← links)
- Rate of convergence for discretization of integrals with respect to fractional Brownian motion (Q2346985) (← links)
- Hedging in fractional Black-Scholes model with transaction costs (Q2407526) (← links)
- Random variables as pathwise integrals with respect to fractional Brownian motion (Q2444645) (← links)
- Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion (Q2937459) (← links)
- Integral representation of random variables with respect to Gaussian processes (Q5963505) (← links)
- Forward integration of bounded variation coefficients with respect to Hölder continuous processes (Q6103218) (← links)