A correction note to ``Discrete time hedging errors for options with irregular payoffs'' (Q468422): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00780-014-0226-y / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2095127052 / rank | |||
Normal rank | |||
Revision as of 03:06, 20 March 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 |
Statements
A correction note to ``Discrete time hedging errors for options with irregular payoffs'' (English)
0 references
7 November 2014
0 references
discrete time hedging
0 references
approximation of stochastic integrals
0 references
rate of convergence
0 references
