Asymptotic analysis of hedging errors in models with jumps

DOI10.1016/j.spa.2008.10.002zbMath1163.60306OpenAlexW1978422651MaRDI QIDQ1019621

Peter Tankov, Ekaterina Voltchkova

Publication date: 4 June 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2008.10.002

zbMATH Keywords

weak convergenceLévy processdiscrete hedging

Mathematics Subject Classification ID

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Cites Work

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