A correction note to ``Discrete time hedging errors for options with irregular payoffs'' (Q468422)
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scientific article; zbMATH DE number 6366556
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A correction note to ``Discrete time hedging errors for options with irregular payoffs'' |
scientific article; zbMATH DE number 6366556 |
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A correction note to ``Discrete time hedging errors for options with irregular payoffs'' (English)
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7 November 2014
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discrete time hedging
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approximation of stochastic integrals
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rate of convergence
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0.9586921
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0.8917636
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0.8831537
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0.8782989
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0.87576014
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0.87285584
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