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  1. Azmoodeh, Ehsan [Other]; Mišura, Julija S. [Other]; Valkeila, Esko [Other]

    On hedging European options in geometric fractional Brownian motion market model

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    Espoo: Helsinki Univ. of Techn., Dep. of Mathematics and Systems Analysis, 2009

    Published in: Matematiikan Laitos: Research reports / A ; 565

  2. Azmoodeh, Ehsan; Eichelsbacher, Peter; Knichel, Lukas

    Optimal Gamma Approximation on Wiener Space

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    Institute for Applied and Pure Mathematics (IMPA), 2020

    Published in: Latin American Journal of Probability and Mathematical Statistics