On hedging European options in geometric fractional Brownian motion market model

Ehsan Azmoodeh, Yulia Mishura, Esko Valkeila

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationEspoo
Pages16
Publication statusPublished - 2009
MoE publication typeD4 Published development or research report or study

Publication series

NameHelsinki University of Technology Institute of Mathematics Research Reports
No.A565
ISSN (Print)1797-5867

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