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- W2899095340 abstract "ABSTRACTIn this paper, we investigate asymptotic behaviour for rates of discrete time hedging errors in models with respect to geometric fractional Brownian motion with Hurst parameter H>12. We ana..." @default.
- W2899095340 created "2018-11-09" @default.
- W2899095340 creator A5059394465 @default.
- W2899095340 date "2018-10-30" @default.
- W2899095340 modified "2023-09-24" @default.
- W2899095340 title "Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion" @default.
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- W2899095340 doi "https://doi.org/10.1080/17442508.2018.1540626" @default.
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