THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY (Q4906531): Difference between revisions
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scientific article; zbMATH DE number 6139585
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY |
scientific article; zbMATH DE number 6139585 |
Statements
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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