On pricing and hedging in financial markets with long-range dependence
Year of publication: |
2011
|
---|---|
Authors: | Melʹnikov, Aleksandr V. ; Mišura, Julija S. |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 5.2011, 1, p. 29-46
|
Subject: | Hedging | Finanzmarkt | Financial market | Optionspreistheorie | Option pricing theory |
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