Quantile Hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint
Bing Cui; Alireza Najafi
- Published
- Publisher
- Elsevier BV
- Journal / collection
- Journal of Computational and Applied Mathematics
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1016/j.cam.2024.115837
The original publisher provides the full text and its access options.
Cite this source
Bing Cui; Alireza Najafi. Quantile Hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint. Journal of Computational and Applied Mathematics. 2024-08. https://doi.org/10.1016/j.cam.2024.115837