A correction note to ``Discrete time hedging errors for options with irregular payoffs'' (Q468422): Difference between revisions
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Latest revision as of 18:27, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A correction note to ``Discrete time hedging errors for options with irregular payoffs'' |
scientific article |
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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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