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On pricing and hedging in financial markets with long-range dependence. (English) Zbl 1273.91443

Math. Financ. Econ. 5, No. 1, 29-46 (2011).

MSC: 91G20 60G22 60J65 60H10 91G10

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On the stability of prices of contingent claims in incomplete models under statistical estimations. (English) Zbl 1246.91139

Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VI. Centro Stefano Franscini, Ascona, Italy, May 19–23, 2008. Basel: Birkhäuser (ISBN 978-3-0348-0020-4/pbk; 978-3-0348-0021-1/ebook). Progress in Probability 63, 453-471 (2011).

MSC: 91G20 91G70

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Mazzola, E.; Muliere, P.

Reviewing alternative characterizations of Meixner process. (English) Zbl 1244.60036

Probab. Surv. 8, 127-154 (2011).

MSC: 60G07 60G51 60G05

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Found 3 Documents (Results 1–3)

On pricing and hedging in financial markets with long-range dependence. (English) Zbl 1273.91443

On the stability of prices of contingent claims in incomplete models under statistical estimations. (English) Zbl 1246.91139

Reviewing alternative characterizations of Meixner process. (English) Zbl 1244.60036

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