"Quantile Hedging in the complete financial market under the mixed ..."

Bing Cui, Ali Reza Najafi (2024)

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DOI: 10.1016/J.CAM.2024.115837

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type: Journal Article

metadata version: 2024-08-22

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Bing Cui, Ali Reza Najafi:
Quantile Hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint. J. Comput. Appl. Math. 445: 115837 (2024)

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