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Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence. (English. Ukrainian original) Zbl 1274.91373

Theory Probab. Math. Stat. 84, 15-31 (2012); translation from Teor. Jmovirn. Mat. Stat. 84, 18-33 (2011).
MSC:  91G10 60G22
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