|
|||||
|
|
Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion |
|
| Authors: | Wensheng Wang |
| Affiliation: | College of Economics, Hangzhou Dianzi University, Hangzhou, People's Republic of China |
| Abstract: | |
| Keywords: | Discrete time hedging error risk fractional stochastic integral model convergence geometric fractional Brownian motion |