THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY (Q4906531): Difference between revisions

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Revision as of 17:58, 5 March 2024

scientific article; zbMATH DE number 6139585
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English
THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY
scientific article; zbMATH DE number 6139585

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    THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY (English)
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    28 February 2013
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    hedging strategies
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    fractional regularity
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    \(L_2\) convergence
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