An asymptotic decomposition of hedging errors (Q2372599)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic decomposition of hedging errors |
scientific article |
Statements
An asymptotic decomposition of hedging errors (English)
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31 July 2007
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hedging error
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compound Poisson process
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weak convergence
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