Quantile Hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint

Bing Cui, Alireza Najafi

Source record

Source: Crossref

Published: Aug 1, 2024

DOI: 10.1016/j.cam.2024.115837

Open original source ↗

Evidence graph

No public relationships recorded yet.

Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.