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., 2008, Volume 14(30), Issue 3,Pages <nobr>27

The generalization of the quantile hedging problem for price process model involving finite number of brownian and fractional brownian motions

Mykhaylo Bratyk^a, Yuliya Mishura^b

^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

MSC: 91B28, 60G48, 60G15

Language: English