Pages that link to "Item:Q1884152"
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The following pages link to Minimal variance hedging for fractional Brownian motion (Q1884152):
Displaying 8 items.
- Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757) (← links)
- On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
- Explicit formulas for the minimal variance hedging strategy in a martingale case (Q965780) (← links)
- A stochastic maximum principle for processes driven by fractional Brownian motion. (Q1766033) (← links)
- Nonexplosion Criteria for Solutions of SDE with Fractional Brownian Motion (Q3423696) (← links)
- On hedging European options in geometric fractional Brownian motion market model (Q3576391) (← links)
- Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion (Q5086430) (← links)
- On the fractional stochastic integration for random non-smooth integrands (Q6046005) (← links)