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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:
Stochastic Analysis and Applications,
Volume
19,
Issue
5
October
2001
, pages 753
- 770
Stochastic Analysis and Applications,
Volume
19,
Issue
5
October
2001
, pages 753
- 770
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(English)
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(English)
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