scientific article; zbMATH DE number 1069535
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Publication:4356493
zbMath0898.90021MaRDI QIDQ4356493
Albert N. Shiryaev, Alexander V. Melnikov
Publication date: 1 October 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Efficient hedging currency options in fractional Brownian motion model with jumps ⋮ No arbitrage and multiplicative special semimartingales ⋮ General matrix-valued inhomogeneous linear stochastic differential equations and applications ⋮ Stable distributions and the term structure of interest rates ⋮ Nonlinear stochastic integrals for hyperfinite Lévy processes
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