On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case (Q3074985)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case |
scientific article |
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On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case (English)
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10 February 2011
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delta-gamma hedging
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discrete time hedging
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rate of convergence
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