Quantile Hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint.
Bing CuiAli Reza NajafiPublished in: J. Comput. Appl. Math. (2024)
Keyphrases
- financial markets
- motion model
- fractional brownian motion
- motion estimation
- image sequences
- motion field
- stock market
- optical flow
- stock price
- brightness constancy
- particle filter
- motion segmentation
- data association
- motion parameters
- optical flow estimation
- risk management
- black scholes
- exchange rate
- technical indicators
- multibody
- translational motion
- probability distribution