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Theory of Stochastic Processes, 2008, Volume 14(30), Issue 3, Pages 27–38 (Mi thsp211)  
The generalization of the quantile hedging problem for price process model involving finite number of brownian and fractional brownian motions

Mykhaylo Bratyka, Yuliya Mishurab

a Department of Mathematics, The University of ”Kyiv-Mohyla Academy”, Kyiv, Ukraine
b Department of Probability Theory and Mathematical Statistics, Kyiv National Taras Shevchenko University, Kyiv, Ukraine
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Document Type: Article
MSC: 91B28, 60G48, 60G15
Language: English
Citation: Mykhaylo Bratyk, Yuliya Mishura, “The generalization of the quantile hedging problem for price process model involving finite number of brownian and fractional brownian motions”, Theory Stoch. Process., 14(30):3 (2008), 27–38
Citation in format AMSBIB
\Bibitem{BraMis08}
\by Mykhaylo~Bratyk, Yuliya~Mishura
\paper The generalization of the quantile
hedging problem for price process
model involving finite number of
brownian and fractional brownian
motions
\jour Theory Stoch. Process.
\yr 2008
\vol 14(30)
\issue 3
\pages 27--38
\mathnet{http://mi.mathnet.ru/thsp211}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2498602}
\zmath{https://zbmath.org/?q=an:1224.91190}
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