The Bismut-Elworthy-Li formula for semi-linear distribution-dependent SDEs driven by fractional Brownian motion and its applications in hedging strategy

Mathematics and Financial Economics 2026

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Authors: Mahdieh Tahmasebi

DOI: 10.1007/s11579-026-00413-w

Cited by: 0

References: 46

Fields of Study & Subjects

Stochastic processes and financial applications Fuzzy Systems and Optimization Nonlinear Differential Equations Analysis

References 46