On hedging European options in geometric fractional Brownian motion market model

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Alkuperäiskieli	Englanti
Julkaisupaikka	Espoo
Sivut	16
Tila	Julkaistu - 2009
OKM-julkaisutyyppi	D4 Julkaistu kehittämis- tai tutkimusraportti taikka -selvitys

Nimi	Helsinki University of Technology Institute of Mathematics Research Reports
Numero	A565
ISSN (painettu)	1797-5867

Siteeraa tätä

@techreport{36d675a99d7c477fb80d3ccdd29f142f,

title = "On hedging European options in geometric fractional Brownian motion market model",

author = "Ehsan Azmoodeh and Yulia Mishura and Esko Valkeila",

year = "2009",

language = "English",

isbn = "978-951-22-9782-5",

series = "Helsinki University of Technology Institute of Mathematics Research Reports",

number = "A565",

pages = "16",

type = "WorkingPaper",

}

TY - UNPB

T1 - On hedging European options in geometric fractional Brownian motion market model

AU - Azmoodeh, Ehsan

AU - Mishura, Yulia

AU - Valkeila, Esko

PY - 2009

Y1 - 2009

M3 - Working paper

SN - 978-951-22-9782-5

T3 - Helsinki University of Technology Institute of Mathematics Research Reports

SP - 16

BT - On hedging European options in geometric fractional Brownian motion market model

CY - Espoo

ER -