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Hedging options in market models modulated by the fractional Brownian motionDJEHICHE, Boualem; EDDAHBI, M'Hamed.Stochastic analysis and applications. 2001, Vol 19, Num 5, pp 753-770, issn 0736-2994Article

Super-replication in stochastic volatility models under portfolio constraintsCVITANIC, J; PHAM, H; TOUZI, N et al.Journal of applied probability. 1999, Vol 36, Num 2, pp 523-545, issn 0021-9002Article

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