Quantile Hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint
| Autor: | Cui, Bing, Najafi, Alireza |
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| Zdroj: | In Journal of Computational and Applied Mathematics 1 August 2024 445 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect