A note on convergence of an approximate hedging portfolio with liquidity risk (Q5421590)
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scientific article; zbMATH DE number 5204505
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on convergence of an approximate hedging portfolio with liquidity risk |
scientific article; zbMATH DE number 5204505 |
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A note on convergence of an approximate hedging portfolio with liquidity risk (English)
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24 October 2007
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rate of convergence
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final value of hedging portfolio
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option payoff
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European call option
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