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

Subjects: Statistics & Probability; Stochastic Models & Processes;

Formats available: HTML (English) : PDF (English)

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