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Q5325329 - MaRDI portal

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scientific article; zbMATH DE number 5592540
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English
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scientific article; zbMATH DE number 5592540

    Statements

    publication date
    8 August 2009
    0 references
    zbMATH Keywords
    financial market
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    fair hedging price
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    fractional Brownian motion
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    partial differential equation
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60H30
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    60J35
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    60G22
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    zbMATH DE Number
    5592540
    0 references
     
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