“…In the series of articles [11,13,14,15,16] the discrete hedging in the fractional Black-Scholes model was studied by using the economically dubious Wick-Itô-Skorohod interpretation of the self-financing condition. Actually, with the economically solid forward-type pathwise interpretation of the self-financing condition, these hedging strategies are valid, not for the geometric fractional Brownian motion, but for a geometric Gaussian process where the driving noise is a Gaussian martingale with the same variance function as the corresponding fractional Brownian motion would have, see [5,8,9,10].…”