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Hedging options in market models modulated by the fractional Brownian motion 

Authors: Boualem Djehiche a; M'hamed Eddahbi b
Affiliations:   a Department of Mathematics, The Royal Institute of Technology, Stockholm, Sweden
b Faculty of Sciences and Technics, Department of Mathematics and Computer Sciences, Cadi Ayyad University, Marrakech, Morocco
DOI: 10.1081/SAP-120000220
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 19, Issue 5 October 2001 , pages 753 - 770
Formats available: HTML (English) : PDF (English)

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