A correction note to ``Discrete time hedging errors for options with irregular payoffs'' (Q468422): Difference between revisions
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Property / Mathematics Subject Classification ID: 60H05 / rank | |||
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Property / Mathematics Subject Classification ID: 41A25 / rank | |||
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Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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Property / zbMATH DE Number: 6366556 / rank | |||
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discrete time hedging | |||
Property / zbMATH Keywords: discrete time hedging / rank | |||
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approximation of stochastic integrals | |||
Property / zbMATH Keywords: approximation of stochastic integrals / rank | |||
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rate of convergence | |||
Property / zbMATH Keywords: rate of convergence / rank | |||
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Revision as of 16:58, 30 June 2023
scientific article
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English | A correction note to ``Discrete time hedging errors for options with irregular payoffs'' |
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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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