Department of Mathematics and Systems Analysis

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@article {224, 
  author = {Ehsan Azmoodeh and Yuliya Mishura and Esko Valkeila},
   title = {On hedging European options in geometric fractional Brownian motion market model},
    year = {2009},
 journal = {Statistics & Decisions},
  volume = {27},
   pages = {129--143}
}

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