Nonconvergence in the Variation of the Hedging Strategy of a European Call Option

DOI10.1111/1467-9965.t01-1-00176zbMath1105.91021OpenAlexW2132713243MaRDI QIDQ4825511

R. Th. Peters

Publication date: 28 October 2004

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9965.t01-1-00176

Mathematics Subject Classification ID

Cites Work

• The Pricing of Options and Corporate Liabilities
• Option pricing: A simplified approach
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