Bratyk, M., & Mishura, Y. (2008). The generalization of the quantile hedging problem for price process model involving finite number of Brownian and fractional Brownian motions. Інститут математики НАН України.
Chicago-Zitierstil (17. Ausg.)Bratyk, M., und Y. Mishura. The Generalization of the Quantile Hedging Problem for Price Process Model Involving Finite Number of Brownian and Fractional Brownian Motions. Інститут математики НАН України, 2008.
MLA-Zitierstil (8. Ausg.)Bratyk, M., und Y. Mishura. The Generalization of the Quantile Hedging Problem for Price Process Model Involving Finite Number of Brownian and Fractional Brownian Motions. Інститут математики НАН України, 2008.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.