An asymptotic decomposition of hedging errors (Q2372599)
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scientific article; zbMATH DE number 5175983
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An asymptotic decomposition of hedging errors |
scientific article; zbMATH DE number 5175983 |
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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0.8370411396026611
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0.8213005065917969
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0.7981347441673279
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0.7980594038963318
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0.7940348386764526
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