Teoriâ slučajnyh processov, Tome 14 (2008) no. 3, pp. 27-38
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Mykhaylo Bratyk; Yuliya Mishura. The generalization of the quantile. Teoriâ slučajnyh processov, Tome 14 (2008) no. 3, pp. 27-38. http://geodesic.mathdoc.fr/item/THSP_2008_14_3_a2/
@article{THSP_2008_14_3_a2,
author = {Mykhaylo Bratyk and Yuliya Mishura},
title = {The generalization of the quantile},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {27--38},
year = {2008},
volume = {14},
number = {3},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2008_14_3_a2/}
}
TY - JOUR
AU - Mykhaylo Bratyk
AU - Yuliya Mishura
TI - The generalization of the quantile
JO - Teoriâ slučajnyh processov
PY - 2008
SP - 27
EP - 38
VL - 14
IS - 3
UR - http://geodesic.mathdoc.fr/item/THSP_2008_14_3_a2/
LA - en
ID - THSP_2008_14_3_a2
ER -
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%A Mykhaylo Bratyk
%A Yuliya Mishura
%T The generalization of the quantile
%J Teoriâ slučajnyh processov
%D 2008
%P 27-38
%V 14
%N 3
%U http://geodesic.mathdoc.fr/item/THSP_2008_14_3_a2/
%G en
%F THSP_2008_14_3_a2
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[2] Bratyk M., Mishura Y., “Quantile hedging with rediscounting on complete financial market”, Prykladna statystyka. Aktuarna i finansova matematyka, 2007, no. 2, 46–57
[3] Cheridito P., Regularizing fractional Brownian motion with a view towards stock price modeling, PhD thesis, Zurich, 2001 | MR
