An asymptotic decomposition of hedging errors

zbMath1115.91340MaRDI QIDQ2372599

Seongjoo Song, Per Aslak Mykland

Publication date: 31 July 2007

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

zbMATH Keywords

weak convergencecompound Poisson processhedging error

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (1)

Asymptotic option price with bounded expected loss

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