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An asymptotic decomposition of hedging errors - MaRDI portal

An asymptotic decomposition of hedging errors (Q2372599)

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An asymptotic decomposition of hedging errors
scientific article

    Statements

    title
    An asymptotic decomposition of hedging errors (English)
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    author
    Seongjoo Song
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    Per Aslak Mykland
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    publication date
    31 July 2007
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    zbMATH Keywords
    hedging error
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    compound Poisson process
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    weak convergence
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    Identifiers

    zbMATH DE Number
    5175983
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